Results
2024
2023
2022
2021
2020
2019
2018
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Černý J., Witzany J.
A Copula Approach to CVA Modeling
Journal of Credit Risk, Volume 14, Issue 1, Mar 2018, Pages 31-44
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Gertler, P., Horváth, R.
Central Bank Communication and Financial Markets: New High-Frequency Evidence
Journal of Financial Stability, Volume 36, Issue x, Jun 2018, Pages 336-345
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Hajek, J., Horvath, R.
International Spillovers of (Un)Conventional Monetary Policy: The Effect of ECB and US Fed on Non-Euro EU Countries
Economic Systems, Volume 42, Issue 1, Jan 2018, Pages 91-105
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Arltová, M., Kábrt, T.
Hlavní determinanty ovlivňující poptávku po životním pojištění v České republice
Politická ekonomie, Volume 66, Issue 3, Jun 2018, Pages 344–365
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Branda, M.
Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times
Computers & Operations Research, Volume 1, Issue 98, Oct 2018, Pages 231-239
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Prášková, Z.
Change point detection in vector autoregression
Kybernetika, Volume 54, Issue 6, Dec 2018, Pages 1122-1137
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Petrová, B.
Multivariate stochastic dominance for multivariate normal distribution
Kybernetika, Volume 54, Issue 6, Dec 2018, Pages 1264-1283
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Vitali, S., Kopa, M., Tichý, T.
State price density estimation for options with dividend yields
Central European Review of Economic Issues, Volume 20, Issue 1, Dec 2017, Pages 81-90
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Horvath, R., Lyocsa, S.
Stock Market Contagion: A New Measure
Open Economies Review, Volume 29, Issue 3, Feb 2018, Pages 547-577
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Baumöhl, E., Kočenda, E., Lyócsa, Š., Výrost, T.
Networks of volatility spillovers among capital markets
Physica A: Statistical Mechanics and its Applications, Volume n/a, Issue 490, Feb 2018, Pages 1555-1574
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Stanek, F., Kukacka, J.
The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
Computational Economics, Volume 51, Issue 4, Mar 2018, Pages 865-892
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Tyll, L., Pernica, K., Arltová, M.
Impact of Economic Sanctions on Russian Economy and the RUB/USD Exchange Rate
Journal of International Studies, Volume 11, Issue 1, Apr 2018, Pages 21-33
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Kantová, M., Prudká, Š. Arltová, M., Kotýnková, M.
Efektivita trhu práce ve světle opatření konceptu flexikurity: příklad České republiky a Švédska v období 2006–2015
Politická ekonomie, Volume 66, Issue 4, Aug 2018, Pages 411–429
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Kočenda, E.
European perspective on the links among public investments, banking and sovereign risk
Public Sector Economics, Volume 2, Issue 42, May 2018, Pages 105-109
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Kočenda, E.
Survey of Volatility and Spillovers on Financial Markets
Prague Economic Papers, Volume 3, Issue 27, Jun 2018, Pages 293
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Holý, V., Šafr, K.
Are economically advanced countries more efficient in basic and applied research?
Central European Journal of Operational Research , Volume 2018, Issue 26, Jun 2018, Pages 933-950
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Vraná, L.
On Extending Composite Leading Indicators by International Economic Series
Statistika: Statistics and Economy Journal, Volume 98, Issue 2, Jun 2018, Pages 113-134
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Smrčková, H. M., Sládek, V., Arltová, M., Černý, J.
The Potential Impact of Alzheimer's Disease Early Treatment on Societal Costs of Care in Czechia: A Simulation Approach
Journal of Mental Health Policy and Economics, Volume 21, Issue 4, Dec 2018, Pages 147-161
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Tomáš Havránek, Dominika Kolcunová
Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate
Czech Journal of Economics and Finance, Volume 68, Issue 6, Nov 2018, Pages 550-577
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Hendrych, R., Cipra, T.
Self-weighted recursive estimation of GARCH models
Communications in Statistics - Simulation and Computation, Volume 47, Issue 2, Feb 2018, Pages 315-328
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Trnka, R., Kuška, M.,Tavel, P., Kuběna, AA,
Social work leaders’ authenticity positively influences their dispositions toward ethical decision
European Journal of Social Work, Volume , Issue , Nov 2018, Pages
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Fiala, P.
Project portfolio designing using data envelopment analysis and De Novo optimisation
Central European Journal of Operations Research, Volume 26, Issue 4, Dec 2018, Pages 847-859
2017
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Witzany, J.
Construction of Equivalent Martingale Measures with Infinitesimals
COMMENTATIONES MATHEMATICAE UNIVERSITATIS CAROLINAE, Volume 1, Issue 58, Mar 2017, Pages 101-124
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Pešta, M.
Block Bootstrap for Dependent Errors-in-variables
Communications in Statistics - Theory and Methods, Volume 46, Issue 4, Feb 2017, Pages 1871-1897
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Fiala, T., Havranek, T.
The sources of contagion risk in a banking sector with foreign ownership
Economic Modelling, Volume 60, Issue 1, Jan 2017, Pages 108-121
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Dupačová, J., Kozmík, V.
SDDP for multistage stochastic programs: Preprocessing via scenario reduction
Computational Management Science, Volume 14, Issue 1, Jan 2017, Pages 67–80
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Barunik, J., Kukacka, J.
Estimation of financial agent-based models with simulated maximum likelihood
Journal of Economic Dynamics and Control, Volume 85, Issue (), Sep 2017, Pages 21-45
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Hudecová, Š, Pešta, M., Hlubinka, D.
Modelling Prescription Behaviour of General Practitioners
Mathematica Slovaca, Volume 67, Issue 3, Jun 2017, Pages 785-802
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Kukacka, J., Barunik, J.
Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
Journal of Economic Dynamics and Control, Volume 85, Issue -, Dec 2017, Pages 21-45
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Branda, M., Hájek, Š.
Flow-based formulations for operational fixed interval scheduling problems with random delays
Computational Management Science, Volume 14, Issue 1, Jan 2017, Pages 161-177
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Horvath, R., Voslarova, K.
International Spillovers of ECB’s Unconventional Monetary Policy: The Effect on Central Europe
Applied Economics, Volume 49, Issue NA, Sep 2017, Pages 2352-2364
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Mandel, M., Van Tran, Q.
Empirická verifikace exportní funkce s akcentem na vliv české koruny k euru
Politická ekonomie, Volume 65, Issue 6, Dec 2017, Pages 649-668
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Baran J., Witzany J.
Analysing Cross-Currency Basis Spreads
European Stability Mechanism (ESM) Working papers, Volume 2017, Issue 25, Aug 2017, Pages 26
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Mandel. M., Tran, Q. V.
Mohla depreciace české koruny pomoci exportu? Analýza na základě empirické verifikace exportní funkce
Politická ekonomie, Volume 65, Issue 6, Nov 2017, Pages 649-668
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Fiala, P.
Modelling and solving of multidimensional auctions
Ekonomický časopis, Volume 65, Issue .3, Apr 2017, Pages 220–236
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Sebastiano Vitali, Vittorio Moriggia, Miloš Kopa
Optimal pension fund composition for an Italian private pension plan sponsor
Computational Management Science, Volume 14, Issue 1, Jan 2017, Pages 135-160
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Luboš Marek, Petr Doucek
VÝVOJ MEZD A PŘÍJMOVÉ NEROVNOSTI U ICT ODBORNÍKŮ V ČESKÉ REPUBLICE
Politická ekonomie, Volume 8, Issue 2016, Dec 2016, Pages 922-938
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Smrčka, L., Čámská, D., Arltová, M., Plaček, J.
Charakteristiky insolvenčních řízení společností s virtuálními sídly
Politická ekonomie, Volume 65, Issue 3, Jul 2017, Pages 287-300
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Arlt, J., Mandel, M.
An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates
The Czech Journal of Economics and Finance - Finance a Uver, Volume 67, Issue 3, Jun 2017, Pages 199-220
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Dušek, J., Hudecová, Š., Stellner, S.
Extreme precipitation and long-term precipitation changes in a Central European sedge-grass marsh in a context of floods occurrence
Hydrological Sciences Journal, Volume 62, Issue 11, Nov 2017, Pages 1796-1808
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Mohaddes, K., Pesaran, M. H.
Oil prices and the global economy: Is it different this time around?
Energy Economics, Volume 65, Issue June 2017, Jun 2017, Pages 315-325
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Kristoufek, L., Vosvrda, M.
Herding_minority_game_market_clearing_and_efficient_markets_in_a_simple_spin_model_framework
Communications in Nonlinear Science and Numerical Simulation, Volume 1, Issue 54, May 2017, Pages 148-155
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Smrčka, L., Arltová, M., Schönfeld, J.
Quality of insolvency proceedings in selected countries – Analysis focused on recovery rates, costs and duration
Administratie si Management Public/Administration and Public Management Review, Volume -, Issue 28, Jun 2017, Pages 116-132
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Dimian, G.C., Begu, L.S., Jablonský, J.
Unemployment and labour market mismatch in the European Union Countries
Proceedings of Rijeka Faculty of Economics : Journal of Economics and Business, Volume 35, Issue 1, Aug 2017, Pages 13-44
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Konečný, T., Seidler, J., Belayeva, A., Belayev, K.
The Time Dimension of the Links Between Loss Given Default and the Macroeconomy
Czech Journal of Economics and Finance, Volume 67, Issue 6, Sep 2017, Pages 462-491
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Šmíd, M., Kopa, M.
Dynamic Model of Market with Uninformed Market Maker
Kybernetika, Volume 5, Issue 53, Dec 2017, Pages 922-958
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Víšek, J. Á.
S-weighted instrumental variables
Proceedings of the 17th Applied Stochastic Models and Data Analysis, Volume -, Issue -, Nov 2017, Pages 1031 - 1044
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Cipra, T., Hendrych, R.
Systemic risk in financial risk regulation
The Czech Journal of Economics and Finance - Finance a Uver, Volume 67, Issue 1, Feb 2017, Pages 15-38
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Hendrych, R., Cipra, T.
Econometric model of non-life technical provisions: The Czech insurance market case study
European Actuarial Journal, Volume 7, Issue 1, Mar 2017, Pages 257-276
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Cipra, T., Hendrych, R.
Some forms of risk regulation in Solvency II
Prague Economic Papers, Volume 26, Issue 6, Dec 2017, Pages 722-743
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Marek, L., Hronová, S.,Hindls, R.
OPTION FOR PREDICTING THE CZECH REPUBLIC'S FOREIGN TRADE TIME SERIES AS COMPONENTS IN GROSS DOMESTIC PRODUCT
Statistics in Transitiion, Volume Vol. 18, Issue 3, Sep 2017, Pages 1-20
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Marek, L., Hronová, S.,Hindls, R.
Changes in Methodology for Assessing Performance of Research Organisations and Influence of Such Changes on Researchers' Behaviour
Statistika - Statistics and Economics Journal, Volume 97 (4), Issue 2017, Dec 2017, Pages 52-58
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Marek, L., Hronová, S.,Hindls, R.
Structure of Final Consumption in Light of GDP Dynamics
Statistika - Statistics and Economics Journal, Volume 97 (3), Issue 2017, Nov 2017, Pages 5-15
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Špička, J., Arltová, M., Boukal, P., Smrčka, L.
Long-term determinants of the Size of the Nonprofit Sector Serving Households in the Visegrad Countries
Inzinerine Ekonomika-Engineering Economics, Volume 28, Issue 5, Dec 2017, Pages 524-534
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Arlt, J., Trcka, P., Arltová, M.
The Problem of the SARIMA Model Selection for the Forecasting Purpose
Statistika - Statistics and Economics Journal, Volume 97, Issue 4, Dec 2017, Pages 4-11
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Holy, V., Sokol, O., Cerny, M.
Clustering retail products based on customer behaviour
Applied Soft Computing, Volume 1, Issue 60, Nov 2017, Pages 752-762
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Josef Kurka
Do cryptocurrencies and traditional asset classes influence each other?
IES Working Papers, Volume 27, Issue 2017, Dec 2017, Pages 1
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Gersl, A., Jasova, M.
Credit-based early warning indicators of banking crises in emerging markets
Economic Systems, Volume DOI 10.1016/j.ecosys.2017.05.004, Issue DOI 10.1016/j.ecosys.2017.05.004, Nov 2017, Pages DOI 10.1016/j.ecosys.2017.05.004
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Lachout, P.
On random processes as an implicit solution of equations
Kybernetika, Volume 53, Issue 6, Dec 2017, Pages 985-991
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Baxa, J., Afonso, A., Slavík, M.
Fiscal developments and financial stress: a threshold VAR analysis
Empirical Economics, Volume first online, Issue first online, Jan 2017, Pages 1-29
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Kopa, M., Vitali, S., Tichý, T., Hendrych, R.
Implied volatility and state price density estimation: arbitrage analysis
Computational Management Science, Volume 14, Issue 4, Oct 2017, Pages 559-583
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Kopa, M., Petrová B.
Multistage risk premiums in portfolio optimization
Kybernetika, Volume 53, Issue 6, Dec 2017, Pages 992-1011
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Carlos Garriga, Finn E. Kydland, and Roman Šustek
Mortgages and Monetary Policy
Review of Financial Studies, Volume 30, Issue 10, Oct 2017, Pages 3337-3375
2016
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Klimešová, A., Václavík, T.
Gas Swing Options: Introduction and Pricing using Monte Carlo Methods
Acta Oeconomica Pragensia, Volume 1, Issue 24, Mar 2016, Pages 15-32
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Baruník, J., Baruníková, M.
Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression
Economic Modelling, Volume 54, Issue 1, Feb 2016, Pages 503–514
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Nagy, S., Gijbels, I., Omelka, M., Hlubinka, D.
Integrated Depth for Functional Data: Statistical Properties and Consistency
ESAIM: Probability and Statistics, Volume 20, Issue 1, Jul 2016, Pages 95-130
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Šmíd, M.
Estimation of Zero Intelligence Models by L1 Data
Quantitative finance, Volume 16, Issue 9, Sep 2016, Pages 1423-1444
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Barunik, J., Krehlik, T.
Combining high frequency data with non-linear models for forecasting energy market volatility
Expert Systems with Applications, Volume 55, Issue 1, Feb 2016, Pages 222–242
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Gregor, M.
A three-stage model of inter-jurisdictional public spending spillovers
Letters in Spatial and Resource Sciences, Volume 2, Issue 9, Jul 2016, Pages 201-217
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Horvath, R., Seidler, J., Weill, L.
How Bank Competition Influences Liquidity Creation
Economic Modelling, Volume 52, Issue A, Jan 2016, Pages 155-161
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Gijbels, I., Nagy, S.
On Smoothness of Tukey Depth Contours
Statistics: A Journal of Theoretical and Applied Statistics, Volume 50, Issue 5, Sep 2016, Pages 1075-1085
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Branda, M.
Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
4OR: A Quarterly Journal of Operations Research, Volume 14, Issue 1, Mar 2016, Pages 77-99
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Hájek, J., Horváth, R.
The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach
Open Economies Review, Volume 27, Issue 2, Apr 2016, Pages 359-385
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Zigraiova, D., Havranek, T.
Bank Competition and Financial Stability: Much Ado About Nothing?
Journal of Economic Surveys, Volume 30, Issue 5, Dec 2016, Pages 944-981
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Havranek, T., Irsova, Z., Lesanovska, J.
Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products
Economic Modelling, Volume , Issue , Nov 2015, Pages
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Havranek, T., Irsova, Z., Schwarz, J.
Dynamic Elasticities of Tax Revenue: Evidence from the Czech Republic
Applied Economics, Volume 48, Issue 60, Nov 2015, Pages 5866-5881
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Barunik, J., Malinska, B.
Forecasting the term structure of crude oil futures prices with neural networks
Applied Energy, Volume 164, Issue 1, Jan 2016, Pages 366–379
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Fičura, M., Witzany, J.
Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods
Czech Journal of Economics and Finance, Volume 66, Issue 4, Aug 2016, Pages 279-301
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Kuska, M., Kuběna, AA., Trnka R., Růžička, J.
Free associations as basic elements of self- and world-related constructs: category networks and ranges
Frontiers in Psychology, Volume 7, Issue 981, Jul 2016, Pages 1-13
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Geršl, A., Komárek, L., Komárková, Z.
Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
Czech Journal of Economics and Finance, Volume 66, Issue 1, Feb 2016, Pages 32-49
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Horvath, R., Vasko, D.
Central Bank Transparency and Financial Stability
Journal of Financial Stability, Volume 22, Issue 1, Feb 2016, Pages 45-56
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Rusnák, M.
Nowcasting Czech GDP in Real Time
Economic Modelling, Volume 54, Issue April 2016, Apr 2016, Pages 26-39
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Branda, M., Novotný, J., Olstad, A.
Fixed interval scheduling under uncertainty - a tabu search algorithm for an extended robust coloring formulation
Computers & Industrial Engineering, Volume 93, Issue 1, Mar 2016, Pages 45-54
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Lanchava, L., Carlson, K., Šebánková, B., Flegr, J., Nave, G.
No Evidence of Association between Toxoplasma gondii Infection and Financial Risk Taking in Females
Plos one, Volume 10, Issue 9, Sep 2015, Pages e0136716
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Horváth, R., Šopov, B.
GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation
North American Journal of Economics and Finance, Volume 37, Issue -, Feb 2016, Pages 1-15
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Kaszab, L.
Rule-of-Thumb Consumers and Labour Tax Cut Policy at the Zero Lower Bound
International Journal of Central Banking, Volume 2, Issue 12, Mar 2016, Pages 353-390
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Horvath, R., Katuscakova, D.
Transparency and Trust: The Case of the European Central Bank
Applied Economics, Volume 48, Issue 57, Apr 2016, Pages 5625-5638
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Hanousek, J., Kočenda, E., Novotný, J.
Shluková analýza skoků na kapitálových trzích
Politická ekonomie, Volume 64, Issue 2, Apr 2016, Pages 127-144
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"Krištoufek L., Vošvrda M."
Gold, currencies and market efficiency
Physica. A : Statistical Mechanics and its Applications, Volume vol.449, Issue 1, Jan 2016, Pages "27-34"
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Horváth, R., Šmídková, K., Zápal, J.
Voting in Central Banks: Theory vs. Stylized Facts
B.E. Journal of Economic Analysis and Policy, Volume 16, Issue 4, Jun 2016, Pages 1-62
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Arltová, M., Smrčka, L., Louda, L., Mateos-Planas, X.
An Attempt to Compare the Efficiency of Insolvency Proceedings in Various Countries in the World
Journal of International Studies, Volume 9, Issue 2, Aug 2016, Pages 25-47
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Horvath, R., Zeynalov, A.
Natural Resources, Manufacturing and Institutions in Post-Soviet Countries
Resources Policy, Volume 50, Issue 0, Sep 2016, Pages 141-148
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Franta, M., Havrlant, D., Rusnák, M.
Forecasting Czech GDP Using Mixed-Frequency Data Models
Journal of Business Cycle Research (former OECD Journal of Business Cycle Measurement and Analysis), Volume 12, Issue 2, Sep 2016, Pages 165-185
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Arltová, M., Fedorová, D.
Selection of Unit Root Test on the Basis of Time Series Length and Value of AR(1) Parameter
Statistika - Statistics and Economics Journal, Volume 96, Issue 3, Sep 2016, Pages 47-64
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Avdulaj, J., Barunik, J.
A semiparametric nonlinear quantile regression model for financial returns
Studies in Nonlinear Dynamics & Econometrics, Volume , Issue , Nov 2016, Pages
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Joy, M., Rusnák, M., Šmídková, K., Vašíček, B.
Banking and Currency Crises: Differential Diagnostics for Developed Countries
International Journal of Finance & Economics, Volume 22, Issue 1, Nov 2016, Pages 44-67
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Hendrych, R., Cipra, T.
On conditional covariance modelling: An approach using state space models
Computational Statistics and Data Analysis, Volume 2016, Issue 100, Oct 2016, Pages 304-317
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Seidler, J., Plasil, M., Hlavac, P.
A New Measure of the Financial Cycle: Application to the Czech Republic
Eastern European Economics, Volume 54, Issue 4, Jun 2016, Pages 296-318
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Gregor, M.
Tullock's puzzle in pay-and-play lobbying
Economics & Politics, Volume 28, Issue 3, Aug 2016, Pages 368-389
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Víšek, J.Á.
A FEW CRITICAL COMMENTS TO THE PAPER BY MAREK LOUŽEK: THE ECONOMIC APPROACH TO SCIENCE
Prague Economic Papers vol 25, 2016, 754 - 765., Volume , Issue , Nov 2016, Pages
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Všeek, J. Á.
INSTRUMENTAL WEIGHTED VARIABLES UNDER HETEROSCEDASTICITY PART II - NUMERICAL STUDY
Kybernetika 53 (2017), 26 - 58., Volume , Issue , Nov 2016, Pages
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Baxa, J., Plašil, M., Vašíček, B.
"Inflation and the steeplechase between economic activity variables: evidence for G7 countries."
BE Journal of Macroecnomics , Volume , Issue , Nov 2016, Pages
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Krištoufek, L., Vošvrda, M.
Gold, currencies and market efficiency
Physica A: Statistical Mechanics and its Applications, Volume 449, Issue 1 May 2016, Jan 2016, Pages 27-34
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Marek, L., Hronová, S.,Hindls, R.
PŘÍSPĚVEK K ČASNĚJŠÍM ODHADŮM HODNOT ČTVRTLETNÍCH NÁRODNÍCH ÚČTŮ
Politická ekonomie, Volume 6, Issue 64, Dec 2016, Pages 633–650
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Marek L., Vrabec M.
Using of mixture density functions for model wage distribution
Central European Journal of Operations Research, Volume 4, Issue 24, Jul 2016, Pages 389–405
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Buzková, P., Kopa, M.
On Reliability of a Credit Default Swap Contract During the EMU Debt Crisis
Czech Journal of Economics and Finance, Volume 66, Issue 6, Dec 2016, Pages 510-538
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Jerbashian, V.
Knowledge licensing in a model of R&D-driven endogenous growth
B.E. Journal on Macroeconomics, Volume 16, Issue 2, Dec 2016, Pages 555–579
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Hanousek, J., Kochanova, A.
Bribery environments and firm performance: Evidence from CEE countries
European Journal of Political Economy, Volume 43, Issue 1, Dec 2016, Pages 14–28
2015
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Kopa, M., Post, T.
A general test for SSD portfolio efficiency
OR Spectrum, Volume 37, Issue 3, Jul 2015, Pages 703-734
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Taušer, J., Arltová, M., Žamberský, P.
Czech Exports and German GDP: A Closer Look
Prague Economic Papers, Volume 24, Issue 1, Feb 2015, Pages 17-37
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Dupačová, J., Kozmík, V.
Structure of risk-averse multistage stochastic programs
OR Spectrum, Volume 37, Issue 2, Jun 2015, Pages 559-582
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Hudecová, Š., Hušková, M., Meintanis, S.G.
Tests for Time Series of Counts Based on the Probability Generating Function
Statistics: A Journal of Theoretical and Applied Statistics, Volume 49, Issue 2, Feb 2015, Pages 316-337
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Kozmík, V., Morton, D. P.
Evaluating policies in risk-averse multi-stage stochastic programming
Mathematical Programming Series A, Volume 152, Issue 1-2, Aug 2015, Pages 275-300
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Post, T., Fang, Y., Kopa, M.
Linear Tests for DARA Stochastic Dominance
Management Science, Volume 61, Issue 7, Jul 2015, Pages 1615 - 1629
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Černý, J., Witzany J.
Interest Rate Swap Credit Valuation Adjustment
Journal of Derivatives, Volume , Issue , Mar 2014, Pages
-
Mandel, M., Tomšík, V.
Dynamika a rovnováha úspor, investic a úvěru v hospodářském cyklu: Příklad České republiky
Politická ekonomie, Volume 63, Issue 1, Feb 2015, Pages 32-56
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Hlubinka, D., Gijbels, I., Omelka, M., Nagy, S.
Integrated Data Depth for Smooth Functions and its Application in Supervised Classification
Computational Statistics, Volume 30, Issue 4, Dec 2015, Pages 1011-1031
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Černý, J., Witzany, J.
Wrong-way Risk - Correlation Coefficient Calibration
Bulletin české statistické společnosti, Volume 26, Issue 2015 1-2, Apr 2015, Pages 1-9
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Kozmík, V.
On Variance Reduction of Mean-CVaR Monte Carlo Estimators
Computational Management Science, Volume 12, Issue 2, Apr 2015, Pages 221-242
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Baxa, J., Plašil, M., Vašíček, B.
Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
Economic Modelling, Volume 44, Issue 1, Jan 2015, Pages 116–130
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Baruník, J., Dvořáková, S.
An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices
Economic Modelling, Volume 45, Issue 1, Jan 2015, Pages 193-206
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Černý J, Witzany J.
Interest Rate Swap Credit Value Adjustment
Journal of Derivatives, Volume 23, Issue Winter 2015, No. 2, Oct 2014, Pages 24-35
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Gregor, M.
Task divisions in teams with complementary tasks
Journal of Economic Behavior and Organization, Volume 117, Issue 1, Nov 2014, Pages 102-120
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Gregor, M.
To invite, or not to invite a lobby, that is the question
The B.E. Journal of Theoretical Economics, Volume 15, Issue 2, Jun 2015, Pages 143-166
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Dupačová, J., Kozmík, V.
Stress Testing for Risk-Averse Stochastic Programs
Acta Mathematica Universitatis Comenianae, Volume LXXXIV, Issue 2, Sep 2015, Pages 205-217
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Krištoufek, L.
What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis
Plos one, Volume 10, Issue 4, Apr 2015, Pages e0123923
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Vakrman, T., Krištoufek, L.
Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches
SpringerPlus, Volume 4, Issue 84, Feb 2015, Pages 1-11
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Zapletal, F., Šmíd, M.
Mean-risk Optimal Decision of a Steel Company under Emission Control
Central European Journal of Operations Research, Volume 24, Issue 2, Jan 2015, Pages 435-454
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Horváth, R., Jonášová, J.
Central Banks’ Voting Records, the Financial Crisis and Future Monetary Policy
European Journal of Political Economy, Volume 38, Issue 1, Mar 2015, Pages 229-243
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Smrčka, L., Arltová, M., Schönfeld, J., Louda, L.
The reciprocal relationship of insolvency proceeding results and economic performance ascertained by the regression analysis method
International Journal of Economics and Statistics, Volume 3, Issue nemá, Apr 2015, Pages 65-76
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Šimpach, O.
Fertility of Czech Females Could Be Lower than Expected: Trends in Future Development of Age-Specific Fertility Rates up to the Year 2050
Statistika, Volume 95, Issue 1, Apr 2015, Pages 19-37
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Bubáková, P.
The Law of One Price of Central European Countries – Analysis of Feed Barley
Agris on-line Papers in Economics and Informatics, Volume VII, Issue 2, Jul 2015, Pages 13-24
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Arltová, M., Plaček, J., Smrčka, L.
Parametry insolvenčních řízení ve vyspělých zemích a jejich závislost na výkonnosti ekonomiky
Ekonomika a management, Volume 9, Issue 2, Aug 2015, Pages 22
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Geršl, A., Seidler, J.
Credit Growth and Countercyclical Capital Buffers: Empirical Evidence from Central and Eastern European Countries
Eastern European Economics, Volume 53, Issue 6, Sep 2015, Pages 439-465
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Geršl, A., Jakubík, P., Kowalczyk, D., Ongena, S., Peydró, J.
Monetary Conditions and Banks’ Behaviour in the Czech Republic
Open Economies Review, Volume 26, Issue 3, Sep 2015, Pages 407-445
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Černý J., Witzany J.
A Copula Approach to CVA Modeling
Advanced Methods of Quantitative Finance 2015, (ed. Málek, J.), Oeconomica Praha, Volume December 2015, Issue December 2015, Dec 2015, Pages 9-24
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Pavlicek, J., Kristoufek, L.
Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries
Plos one, Volume 5, Issue 10, Nov 2015, Pages e0127084
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Hendrych, R., Cipra, T.
Econometric model of the Czech life insurance market
Prague Economic Papers, Volume 24, Issue 2, Nov 2015, Pages 173-191
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Mostafaee, A., Hladík, M., Černý, M.
Inverse linear programming with interval coefficients
Journal of Computational and Applied Mathematics, Volume 292, Issue X, Aug 2015, Pages 591-608
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Jablonský, J.
Benchmarks for current linear and mixed integer optimization solvers
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Volume 63, Issue 6, Nov 2015, Pages 1923-1928
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Černý J., Witzany J.
Wrong-Way Risk – Correlation Coefficient Calibration
Informační bulletin České statistické společnosti, 1–2/2015, Volume 26, Issue 1-2, Jun 2015, Pages 1-10
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Jan Ámos Víšek
Estimating the Model with Fixed and Random Effects by a Robust Method
Methodology and Computing in Applied Probability, Volume 17, Issue 4, Dec 2015, Pages 999–1014
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Jan Ámos Víšek
Fully flexible robust estimtors
Data Analysis 2015, Statistical Methods for quality control, technological, research and laboratory testing practice, Volume 1, Issue 1, Nov 2015, Pages 143-159
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Kolman, M.
Numerical solutions to higher-order PDEs with applications to Finance
Advanced Methods of Quantitative Finance 2015, (ed. Málek, J.), Oeconomica Praha, Volume December 2015, Issue December 2015, Dec 2015, Pages 25-42
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Arlt, J., Arltová, M.
Modelling and Forecasting of the Annual Inflation Rate in the Unstable Economic Conditions
WSEAS Transactions on Business and Economics, Volume 12, Issue nemá, Nov 2015, Pages 410-415
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Bejda, P., Cipra, T.
Exponential smoothing based on L-estimation
Kybernetika, Volume 51, Issue 6, Dec 2015, Pages 973-993
2014
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Hudecová, Š.
On some properties of autopersistence functions and autopersistence graphs
Communications in Statistics – Theory and Methods, Volume 43, Issue 17, Aug 2014, Pages 3661-3673
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Hladík, M., Černý, M.
Tolerance Approach to Possibilistic Nonlinear Regression with Interval Data
IEEE Transactions on Cybernetics, Volume PP, Issue 99, Mar 2014, Pages 1-12
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Dupačová, J., Kopa, M.
Robustness of optimal portfolios under risk and stochastic dominance constraints
European Journal of Operational Research, Volume 234, Issue 2, Apr 2014, Pages 434-441
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Smrčka, L., Arltová, M.
Debt in Relation to the Standard of Living Enjoyed by the Population of Developed Countries
Prague Economic Papers, Volume 1, Issue 23, Apr 2014, Pages 84-107
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Tran V. Q., Kukal, J.
Neparametrický heuristický přístup k odhadu modelu GARCH-M a jeho výhody
Politická ekonomie, Volume 2014, Issue 1, Jan 2014, Pages 101-116
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Mandel, M., Tomšík, V.
Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal
Prague Economic Papers, Volume 23, Issue 1, Jan 2014, Pages 3-23
-
Kopa, M., Tichý T.
Comparison of mean-risk efficient portfolios in Asia-Pacific capital markets
Emerging Markets Finance and Trade, Volume 50, Issue 1, Jan 2014, Pages 226-240
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Szolgayova, E., Arlt, J., Bloschl, G., Szolgay, J.
A Combined Wavelet - ARFIMA Model for Daily Streamflow Forecasting Considering Long Range Dependence
Journal of Hydrology and Hydromechanics, Volume 62, Issue 1, Jan 2014, Pages 24-32
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Krištoufek, L., Vošvrda, M.
Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
European Physical Journal B, Volume 87, Issue 162, Jul 2014, Pages 1-9
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Baran J.,Witzany, J.
Konstrukce výnosových křivek v pokrizovém období
Politická ekonomie, Volume 2014, Issue 1, Jan 2014, Pages 67-99
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Privara S., Kolman M., Witzany, J.
Recovery Rates for Consumer Lending
BCES, Volume 32, Issue 21, Nov 2013, Pages 86-106
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Hanousek, J., Kočenda, E., Novotný, J.
Price Jumps on European Stock Markets
Borsa Istanbul Review, Volume 14, Issue 1, Mar 2014, Pages 10-22
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Horvath, R., Seidler, J., Weill, L.
Bank Capital and Liquidity Creation: Granger Causality Evidence
Journal of Financial Services Research, Volume 45, Issue 3, Jun 2014, Pages 341-361
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Hanousek, J., Novotný, J.
Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě
Politická ekonomie, Volume 62, Issue 1, Mar 2014, Pages 32-48
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Arlt, J., Mandel, M.
The Reaction Function of Three Central Banks of Visegrad Group
Prague Economic Papers, Volume 23, Issue 3, Oct 2014, Pages 3-23
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Slámová, L., Klebanov, L. B.
Approximated maximum likelihood estimation of parameters of discrete stable family
Kybernetika, Volume 50, Issue 6, Dec 2014, Pages 1065-1076
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Jan Ámos Víšek
Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study.
Bulletin of the Czech Econometric Society, Volume 32, Issue 21, Feb 2014, Pages "48 - 72"
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Marek L., Vrabec M.
Using of mixture density functions for model wage distribution
Central European Journal of Operations Research, Volume , Issue , May 2014, Pages
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Smrčka, L., Schönfeld, J., Arltová, M., Plaček, J.
The Significance of Insolvency Statistics and the Regression Analysis Thereof – the Example of the Czech Republic
WSEAS Transactions on Business and Economics, Volume 11, Issue Art. #20, Jul 2014, Pages 227-241
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Prášková, Z., Chochola O.
M-procedures for detection of a change under weak dependence
Journal of Statistical Planning and Inference, Volume 149, Issue June 2014, Jun 2014, Pages 60-76
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Krištoufek L., Vošvrda M.
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy
European Physical Journal B vol.87, 7 (2014), Volume 87, Issue 7, Jul 2014, Pages 1-9
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Havránek, T., Sedlaříková, J.
Meta-analýza důchodové elasticity poptávky po penězích
Politická ekonomie, Volume 3, Issue 62, Jun 2014, Pages 366-382
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Babecký, J., Havránek, T., Matějů, J., Rusnák, M., Šmídková, K., Vašíček, B.
Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators
Journal of Financial Stability, Volume December, Issue 15, Dec 2014, Pages 1-17
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Baxa, J., Horváth, R., Vašíček, B.
How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
Macroeconomic Dynamics, Volume 18, Issue 3, Apr 2014, Pages 593–630
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Witzany, J.
Estimating Default and Recovery Rate Correlations
Bulletin of the Czech Econometric Society, Volume 33, Issue 21, Oct 2014, Pages 1-21
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Kolman M.
Option pricing using the Fourier-Cosine method
Risk Management 2014, (ed. Málek, J.), Oeconomica Praha, ISBN 978-80-245-2062-9, Volume , Issue , Nov 2014, Pages
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Cipra, T.
Pension demand and utility: the life annuity puzzle
Czech Journal of Economics and Finance, Volume 2014, Issue 3, Nov 2014, Pages 213-232
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Kalaš, M., Cipra, T.
Sustainable retirement spending: the Czech case
European Actuarial Journal, Volume 4, Issue 2, Nov 2014, Pages 365-381
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Víšek, J. Á.
Estimating regression model with a mixed structure - numerical study.
Data Analysis 2013, Progressive Methods of Statistical Data Analysis and Modelling for Research and Technical Practice,organized by TRYLOBITE,Pardubice, 19. - 21. 11. 2013, ed. K. Kupka, 160 - 182., Volume 1, Issue 1, Nov 2013, Pages 160-182
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Tran, Q. V., Kukal, J.
A Monetary Policy Rule Based on Fuzzy Control in an Inflation Targeting Framework
Prague Economic Papers, Volume 2014, Issue 3, Aug 2014, Pages 293-314
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Marek, L., Vrabec, M.
ECONOMIC FREEDOM THE CZECH REPUBLIC AND ITS NEIGHBORS
European Scientific Journal, Volume ESJ September 2014 /SPECIAL/ Edition Vol.1, Issue 29, Oct 2014, Pages online version
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Kuběna, AA.
Gambler’s ruin problem: a formal algebraic model
Proceedings of thInternational Scientific Conference Managing and Modelling Financial Risks, Volume , Issue , Dec 2014, Pages
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Fičura M., Witzany J.
Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods
Risk Management 2014, (ed. Málek, J.), Oeconomica Praha, ISBN 978-80-245-2062-9, Volume , Issue , Dec 2014, Pages
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Witzany, J.
Construction of Equivalent Martingale Measures with Infinitesimals
Risk Management 2014, (ed. Málek, J.), Oeconomica Praha, ISBN 978-80-245-2062-9, Volume , Issue , Dec 2014, Pages
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Gillman, M., Kejak, M., Pakos, M.
Learning about Rare Disasters: Implications For Consumption and Asset Prices
Review of Finance, Volume published electronically, Issue doi:10.1093/rof/rfu016, Jun 2014, Pages 1–52
2013
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Pešta, M.
Total least squares and bootstrapping with applications in calibration
Statistics: A Journal of Theoretical and Applied Statistics, Volume 47, Issue 5, Oct 2013, Pages 966-991
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Witzany, J.
A Note on the Vasicek’s Model with the Logistic Distribution
Ekonomický časopis, Volume 61, Issue 10, Dec 2013, Pages 1053-1066
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Kodera, J., Tran, Q. V.
Modely nové keynesovské ekonomie: struktura, problémy a perspektivy
Politická ekonomie, Volume 2013, Issue 2, Mar 2013, Pages 273-294
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Kodera, J., Tran, V. Q., Vošvrda, M.
Complex price dynamics in the modified Kaldorian model
Prague Economic Papers, Volume 2013, Issue 3, Sep 2013, Pages 258-284
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Dimian, G.C., Ileanu, B., Jablonský, J., Fábry, J.
Analysis of European labour market in the crisis context
Prague Economic Papers, Volume 22, Issue 1, Oct 2013, Pages 50-71
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Kristoufek, L., Vosvrda, M.
Measuring capital market efficiency: Global and local correlations structure
Physica A: Statistical Mechanics and its Applications, Volume 392, Issue 1, Jan 2013, Pages 184-193
-
Horvath, R.
Does Trust Promote Growth?
Journal of Comparative Economics, Volume 41, Issue 3, Jul 2013, Pages 777-788
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Dvořáková, S., Seidler, J.
The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech Republic
Bulletin of the Czech Econometric Society, Volume 21, Issue 30, May 2013, Pages 1-20
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Smrčka, L., Arltová, M., Schönfeld, J.
Příčiny neúspěchu prosazování sanačních postupů v insolvenční realitě
Politická ekonomie, Volume 61, Issue 2, May 2013, Pages 188-208
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Dominguez, K., Fatum, R., Vacek, P.
Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?
Journal of Money, Credit and Banking, Volume 45, Issue 5, Aug 2013, Pages 867-890
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Post, T., Kopa, M.
General Linear Formulations of Stochastic Dominance Criteria
European Journal of Operational Research, Volume 230, Issue 2, Oct 2013, Pages 321-332
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Branda, M.
Diversification-consistent Data Envelopment Analysis with general deviation measures
European Journal of Operational Research, Volume 226, Issue 3, May 2013, Pages 626-635
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Hudecová, Š.
Structural changes in autoregressive models for binary time series
Journal of Statistical Planning and Inference, Volume 143, Issue 10, Oct 2013, Pages 1744–1752
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Klebanov, L., Slámová, L.
Integer valued stable random variables
Statistics and Probability Letters, Volume 83, Issue 6, Jun 2013, Pages 1513-1519
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Jan Ámos Víšek
Advantages and disadvantages, challenges and threads of robust methods
Proceedings of the seminar Analýza dat 2012/II” (Data Analysis 2012/II), Volume Data Analysis 2012/II, Issue Data Analysis 2012/II, Dec 2012, Pages 121 - 150
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Křepelová, M., Jablonský, J.
Analýza státních dlohopisů jako indikátoru pro akciový trh
Politická ekonomie, Volume 2013, Issue 5, Nov 2013, Pages 605-622
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Branda, M.
On relations between chance constrained and penalty function problems under discrete distributions
Mathematical Methods of Operations Research, Volume 77, Issue 2, Apr 2013, Pages 265-277
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Omelka, M., Hudecová, Š.
A comparison of the Mantel test with a generalised distance covariance test
Environmetrics, Volume 24, Issue 7, Nov 2013, Pages 449–460
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Hudecová, Š., Pešta, M.
Modeling Dependencies in Claims Reserving with GEE
Insurance: Mathematics and Economics, Volume 53, Issue 3, Nov 2013, Pages 786–794
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Vácha, L, Janda, K., Krištoufek, L., Zilberman, D:
Time-Frequency Dynamics of Biofuels-Fuels-Food System
Energy Economics, Volume 40, Issue November, Aug 2013, Pages 233-241
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Avdulaj, K., Barunik, J.
Can we still benefit from international diversification? The case of the Czech and German stock markets
The Czech Journal of Economics and Finance - Finance a Uver, Volume 63, Issue 5, Nov 2013, Pages 425–442
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Barunik, J., Vacha, L.
Contagion among Central and Eastern European Stock Markets during the Financial Crisis
The Czech Journal of Economics and Finance - Finance a Uver, Volume 63, Issue 5, Oct 2013, Pages 443-453
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Arlt, J., Arltová, M.
Empirical Analysis of the Phillips Curve in the Czech Republic
International Journal of Economics and Statistics, Volume 1, Issue 4, Oct 2013, Pages 253-262
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Černý J., Witzany, J.
Interest Rate Swap Credit Value Adjustment
Chapter in Risk Management 2013, Volume 2013, Issue 2013, Dec 2013, Pages 5-20
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Witzany, J.
Estimating Default and Recovery Rate Correlations
Chapter in Risk Management 2013, Volume 2013, Issue 2013, Dec 2013, Pages 61-80
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Cipra, T.
Some annuity problems in the framework of Czech pension systems
Prague Economic Papers, Volume 2013, Issue 3, Sep 2013, Pages 307-323
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Luboš Marek, Michal Vrabec
Model wage distribution - mixture density functions
International Journal of Economics and Statistics, Volume Volume 1, 2013, Issue Issue 1, Nov 2013, Pages 113-121
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Havránek, T., Rusnák, M.
Transmission Lags of Monetary Policy: A Meta-Analysis
International Journal of Central Banking, Volume 9, Issue 4, Nov 2013, Pages 39-75
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Havránek, T., Iršová, Z.
Survey Article: Publication Bias in the Literature on Foreign Direct Investment Spillovers
Journal of Development Studies, Volume 48, Issue 10, Aug 2012, Pages 1375-1396
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Horvath, R., Karas, P.
Central Bank Communication and Interest Rates: The Case of the Czech National Bank
Czech Journal of Economics and Finance, Volume 63, Issue 5, Nov 2013, Pages 454-464
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Kubena, AA., Franek, P.,
Symmetries of Quasi Values
Lecture Notes in Computer Science, Volume 8146, Issue 2013, Oct 2013, Pages 159-170
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Kristoufek, L., Vosvrda, M.
Measuring capital market efficiency: Global and local correlations structure
Physica A: Statistical Mechanics and its Applications, Volume 392, Issue 1, Dec 2013, Pages 184-193
-
Gjika, D., Horvath, R.
Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
Economic Modelling, Volume 1, Issue 33, Dec 2013, Pages 55-64
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Černý, M., Antoch, J., Hladík, M.
On the possibilistic approach to linear regression models involving uncertain, indeterminate or interval data
Information Sciences, Volume x, Issue 244, May 2013, Pages 26-47
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Kolyuzhnov, D., Bogomolova, A., Slobodyan, S.
Escape dynamics: A continuous-time approximation
Journal of Economic Dynamics and Control, Volume 38, Issue 1, Dec 2013, Pages 161–183
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Brůna, K., Korbel, J.
Interpretace variability úrokových sazeb v rámci zprostředkovatelského modelu optimální úrokové marže
Politická ekonomie, Volume 61, Issue 3, Jun 2013, Pages 299-320
2012
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Smrčka, L., Arltová, M.
Ekonomické aspekty stárnutí populace ve vyspělých zemích
Politická ekonomie, Volume 60, Issue 1, Mar 2012, Pages 113-132
-
Branda, M.
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
Operations Research Letters, Volume 40, Issue 3, May 2012, Pages 207-211
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Branda, M.
Chance constrained problems: penalty reformulation and performance of sample approximation technique
Kybernetika, Volume 48, Issue 1, Jan 2012, Pages 105-122
-
Anděl, J., Hudecová, Š.
Variance of the game duration in the gambler’s ruin problem
Statistics and Probability Letters, Volume 82, Issue 9, Sep 2012, Pages 1750–1754
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Arlt, J., Mandel, M.
Is it possible to predict the CNB repo rate on the basis of the backward-looking monetary rule?
Politická ekonomie, Volume 60, Issue 4, Sep 2012, Pages 484-504
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Smrčka, L., Arltová, M.
The “Úlice Syndrome”: A New Generation of Environmental Risks
International Journal of Mathematical Models and Methods in Applied Sciences, Volume 6, Issue 6, Aug 2012, Pages 775-781
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Smrčka, L., Arltová, M.
Increasing Threat of a “Total Financial Crisis” in the Upcoming Years
International Journal of Mathematical Models and Methods in Applied Sciences, Volume 6, Issue 6, Aug 2012, Pages 782-790
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Marek, L.
Pravděpodobnostní rozdělení v MS Excel 2010
Bulletin české statistické společnosti, Volume , Issue , Oct 2012, Pages
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Hanousek, J., Kočenda, E., Novotný, J.
Identification of Price Jumps
Monte Carlo Methods and Applications, Volume 18, Issue 1, Mar 2012, Pages 53–77
-
Horvath, R.
Do Confidence Indicators Help Predict GDP Growth? The Case of the Czech Republic
Czech Journal of Economics and Finance, Volume 62, Issue 5, Nov 2012, Pages 398-412
-
Kopa, M., Tichý, T.
Concordance measures and second order stochastic dominance – portfolio efficiency analysis
E & M Economics and Management, Volume 2012, Issue 4, Dec 2012, Pages 110-120
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Pešta, M., Hudecová Š.
Asymptotic consistency and inconsistency of the chain ladder
Insurance: Mathematics and Economics, Volume 51, Issue 2, Sep 2012, Pages 472–479
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Baran J., Witzany J.
Konstrukce výnosových křivek za přítomnosti swapových spreadů a kolateralizace
Chapter in Risk Management 2012, Volume 2012, Issue 2012, Nov 2012, Pages 69-100
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Kolman M.
Risky coupon bond option pricing. Intensity approach.
Chapter in Risk Management 2012, Volume , Issue , Nov 2012, Pages
-
Pešta, M.
Asymptotics for weakly dependent errors-in-variables
Kybernetika, Volume 49, Issue 5, Nov 2012, Pages 692-704
-
Gapko, P., Šmíd, M.
Modeling a distribution of credit losses
Ekonomický časopis, Volume 60, Issue 10, Dec 2012, Pages 1005-1023
To appear
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Šmíd, M., Markov Equilibrium between High Frequency Traders, Proceedings of thInternational Scientific Conference Managing and Modelling Financial Risks, Ostrava, to appear
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Hladík, M., Černý, M., FIRST STEP IMMERSION IN INTERVAL LINEAR PROGRAMMING WITH LINEAR DEPENDENCIES, Bulletin of Iranian Mathematical Society, to appear
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Hanousek, J., Kočenda, E., Novotný, J., Shluková analýza skoků na kapitálových trzích, Politická ekonomie, to appear
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Kristoufek, L., Vosvrda, M., Gold, currencies and market efficiency, Physica A: Statistical Mechanics and its Applications, to appear
-
Jan Ámos Víšek, Asymptotics of S-weighted estimators, Proceeding SIS2015 Statistical, to appear
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Josef Jablonský, Ranking Models in Data Envelopment Analysis, Trendy v podnikání, to appear
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Baxa, J., Afonso, A., Slavík, M., Fiscal developments and financial stress: a threshold VAR analysis, Empirical Economics, to appear
-
Rupert, P., Sustek, R., On the Mechanics of New-Keynesian Models, Journal of Monetary Economics, to appear
-
Kočenda, E., Survey of volatility and spillovers on financial markets, Prague Economic Papers, to appear
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Stanek, F., Kukacka, J., The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market, Computational Economics, to appear
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Marek L., Hrevuš, J., EXPOSURE MODELING IN PROPERTY REINSURANCE, Prague Economics Paper, to appear
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Špička, J., Arltová, M., Boukal, P., Selected Socioeconomic Determinants of the Size of the Nonprofit Sector Serving Households in OECD Countries, Prague Economic Paper, to appear
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Hladik, M., Cerny, M., Antoch, J., EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm, Statistical Papers, to appear
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Milan Fičura, Profitability of Trading in the Direction of Asset Price Jumps – Analysis of Multiple Assets and Frequencies, Prague Economic Papers, to appear
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Petrová, B., Multistage portfolio optimization with multivariate dominance constraints, Computational Management Science, to appear
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Polach, J., Kukacka, J., Prospect Theory in the Heterogeneous Agent Model, Journal of Economic Interaction and Coordination, to appear
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Hladik M., Cerny M., Achtoch J., EIV regression with bounded errors in data: total ‘least squares’ with Chebyshev norm, Statistical Papers, to appear
-
Luboš Marek, Effect of High Wages on Average Wages in the Czech Republic, Ekonomický časopis, to appear
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Arlt, J., Mandel, M., Determinanty forwardového kurzu a role rizikových prémií (příklad měnových párů CZK/EUR a CZK/USD), Politická ekonomie, to appear
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Fiala, P., Majovská, R. , NAVRHOVÁNÍ DODAVATELSKÝCH SÍTÍ METODOU DE NOVO, Trendy v podnikání, to appear