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Wavelet decomposition of the financial market

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 16 (2007) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10003442715

Dynamical agent's strategies and the fractal market hypothesis

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 14 (2005) 2, pp. 163-170

Persistent link: https://www.econbiz.de/10002909142

Heterogeneous agent model with memory and asset price behaviour

Vošvrda, Miloslav S.; Vácha, Lukáš - In: Prague economic papers : a bimonthly journal of … 12 (2003) 2, pp. 155-168

Persistent link: https://www.econbiz.de/10001765824

Empirical analysis of persistence and dependence patterns among the capital markets

Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 15 (2006) 3, pp. 231-242

Persistent link: https://www.econbiz.de/10003430804

Dynamical agent's strategies and the fractal market hypothesis

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : quarterly journal of economic … 14 (2005) 2, pp. 163-170

Persistent link: https://www.econbiz.de/10009874298

Dynamical Agents' Strategies and the Fractal Market Hypothesis

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague Economic Papers 2005 (2005) 2, pp. 163-170

The efficient market hypothesis (EMH) fails as a valid model of financial markets. The fractal market hypothesis (FMH) is a more general alternative way to the EMH. The FMH is formed on the following parameter space: agents' investment horizons. A financial market is more stable when a fractal...

Persistent link: https://www.econbiz.de/10005036551