The behaviour of selected European stock indices in the period 2001-2005 was analysed. UKX (GB), DAX (Germany), CAC (France) and MIBTEL (Italy) represented well established West European markets, whereas PX-50 (Czech Republic), SKSM (Slovak Republic), BUX (Hungary) and WIG (Poland) were the...

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In the study submitted, selected methods of financial time-series analysis are applied to daily returns of the most liquid stocks at Czech capital market. In most cases, symmetric GARCH(1,1) models are quite satisfactory. Further, ARFIMA models enabling to catch "long memory" of underlying...

The values of comparative price levels vary greatly in individual EU countries and depend on many different economic factors. The EU countries were divided into two distinguishable groups. Both OLS and robust regressions were used to analyze the influence of the comparative price levels on...