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The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences
Horská, Helena - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 5-6, pp. 283-301
GDP growth, the prediction power of the stock index proved rather limited. The Czech stock market can also function as an …
Persistent link: https://www.econbiz.de/10005808639
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Defection of Traditional Standard Deviation Scaling of Capital Asset Returns
Gazda, Vladimír; Koøený, Karel; Výrost, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 325-334
three market indices: Slovak SAX, Czech PX-50 and the S&P 500 index. We conclude that in case of Czech and Slovak index we …
Persistent link: https://www.econbiz.de/10008549843
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Moderné metódy ohodnocovania akcií
Hrvolʹová, Božena; Markovál, Jana; Zachar Ninčák, … - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 2, pp. 148-162
Persistent link: https://www.econbiz.de/10009303987
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Vplyv finančnej krízy na budúcnostʹ odvetvia kolektívneho investovania v Slovenskej republike
Matušovič, Marian; Matušovičová, Monika - In: Ekonomický časopis : časopis pre ekonomickú … 58 (2010) 8, pp. 769-782
Persistent link: https://www.econbiz.de/10008749372
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Test vlastníckej úlohy investičných privatizačných fondov v Českej Republike
Marcinčin, Anton - In: Politická ekonomie : teorie, modelování, aplikace 44 (1996) 5, pp. 645-653
Persistent link: https://www.econbiz.de/10001209819
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Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
Bowsher, Clive G. - Economics Group, Nuffield College, University of Oxford - 2004
Functional Signal plus Noise (FSN) time series models are introduced for the econometric analysis of the dynamics of a large cross-section of prices in which contemporaneous observations are functionally related. A semiparametric FSN model is developed in which a smooth, cubic spline signal...
Persistent link: https://www.econbiz.de/10005687558