N454/2004/A-EK FSV Nonlinear Dynamics and Econometrics of Capital Markets
| Principal investigator: | prof. Ing. Miloslav Vošvrda CSc. |
|---|---|
| Collaborators: |
Mgr. Lukáš Vácha Ph.D. |
| Description: | Efficiency analysis of capital markets by both classical way and fractal way. Econometrics of dynamics returns and high frequency data analysis. |
| Participation: | |
| Work in grant: | |
| Web link: | |
| Finance: | |
| End date: | 12/2006 |
| Publications: | Vosvrda M., Vácha L.:Heterogeneous Agents Model with the Worst Out Algorithm (2005) Vošvrda M., Vácha L: Dynamical agents' strategies and the fractal market hypothesis |
| Conferences: |
