Barunik J., Vacha L., Vosvrda M.: Smart Predictions in the Heterogeneous Agent Model
Barunik J., Vacha L., Vosvrda M.: Tail Behavior of the Central European Stock Markets During the Financial Crisis
Barunik J., Vacha L.: Monte Carlo-based tail exponent estimator
Barunik J., Vosvrda M.: Can a stochastic cusp catastrophe model explain stock market crashes?
Barunik, J. & Kristoufek, L.: On Hurst exponent estimation under heavy-tailed distributions
Barunik, J. & Vacha, L. & Kristoufek L.: Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data
Barunikova, M. Barunik, J.: Neural Networks as Semiparametric Option Pricing Tool
Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment
Equity Home Bias Among Czech Investors: Experimental Approach
Equity home bias in the Czech Republic
Fiscal developments and financial stress: a threshold VAR analysis
Kristoufek, L. & Janda, K. & Zilberman, D.: Correlations between biofuels and related commodities: A taxonomy perspective
Kristoufek, L. & Vosvrda, M.: Capital markets efficiency: Fractal dimension, Hurst exponent and entropy
Kristoufek, L.: Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity
Kristoufek, L.: Local Scaling Properties and Market Turning Points at Prague Stock Exchange
Kristoufek, L.: Long-range dependence in returns and volatility of Central European Stock Indices
Kristoufek, L.: Mixed-correlated ARFIMA processes for power-law cross-correlations
Kristoufek, L.: Multifractal Height Cross-Correlation Analysis
Kristoufek, L.: Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
Kristoufek, L.: On Spurious Anti-Persistence in the US Stock Indices
Kristoufek, L.: Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals
Modeling a Distribution of Mortgage Credit Losses
Modeling a distribution of mortgage credit losses
Monte Carlo-Based Tail Exponent Estimator
Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatility
Research & Development and Long-Term Economic Growth: A Bayesian Model Averaging Analysis
Tail Behavior of the Central European Stock Markets during the Financial Crisis
Vacha L. Barunik J. Vosvrda M.: How do skilled traders change the structure of the market
Vacha L., Barunik J. Vosvrda M.: Sentiment Patterns in the Heterogeneous Agent Model
What the Data Say about the Effects of Fiscal Policy in the Czech Republic?
17th International Conference on Computing in Economics and Finance
47th Meeting of the Euro Working Group on Financial Modelling
CEF 2012: 18th Computing in Economics and Finance
European Economic Association & Econometric Society 2011
Mathematical Methods in Economics 2010
WEHIA/ESHIA 2010
30
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