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Search: subject:"variance"
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normal inverse Gaussian model
2
variance gamma model
2
variance ratio test
2
Black and Scholes model
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Central European stock markets
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Lévy models
1
Lévy process
1
PX-50
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gross wage
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hedging
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heteroskedasticity
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histogram
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labor market segmentation
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market efficiency
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market index
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non-synchronous trading
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option pricing
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options
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ordinary elliptical copula function
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quantiles
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random walk model
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relative market efficiency
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shortfall minimization
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steady-state unemployment rate
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transition probabilities
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value at risk minimization
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variance decomposition
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variance minimization
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Tichý, Tomáš
2
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1
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1
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1
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1
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1
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1
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Politická ekonomie
3
Czech Journal of Economics and Finance (Finance a uver)
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Nezaměstnanost a věková segmentace trhu práce
Flek, Vladislav
;
Hála, Martin
;
Mysíková, Martina
- In:
Politická ekonomie : teorie, modelování, aplikace
66
(
2018
)
6
,
pp. 709-731
Persistent link: https://www.econbiz.de/10011976783
Saved in:
2
Examination of selected improvement approaches to Monte Carlo simulation in option pricing
Tichý, Tomáš
- In:
Politická ekonomie
2008
(
2008
)
6
,
pp. 772-794
vanilla call. We consider three distinct underlying processes: geometric Brownian motion,
variance
gamma model and normal …
Persistent link: https://www.econbiz.de/10008754960
Saved in:
3
Examination of Portfolio Currency Risk Estimation by Means of Lévy Models
Tichý, Tomáš
- In:
Politická ekonomie
2010
(
2010
)
4
,
pp. 504-521
Financial risk modeling, measuring, and managing are an inherent part of management in financial institutions. It is also an important step within the setting of optimal level of capital eligible to cover risk exposures. A significant portion of capital is usually assigned to cover the risk of...
Persistent link: https://www.econbiz.de/10008564635
Saved in:
4
Weak-form efficiency test in the central european capital markets
Hájek, Jan
- In:
Politická ekonomie
2007
(
2007
)
6
,
pp. 773-791
This study thoroughly analyzes the stock market efficiency hypothesis - its weak form - in the Czech Republic, Poland and Hungary in 1995-2005. It aims to reveal whether trading on historical information about stock prices or indices may lead to economically significant abnormal profits and...
Persistent link: https://www.econbiz.de/10005036656
Saved in:
5
Information Efficiency of Central Europe Stock Exchanges (in Czech)
Diviš, Karel
;
Teplý, Petr
- In:
Czech Journal of Economics and Finance (Finance a uver)
55
(
2005
)
9-10
,
pp. 471-482
The authors use a
variance
ratio test to test the weak form of market efficiency as regards capital markets in the …
Persistent link: https://www.econbiz.de/10005698619
Saved in:
6
Rozdelenie a faktory najvyšších miezd zamestnancov v Slovenskej republike
Pacáková, Viera
;
Linda, Bohdan
;
Sipková, L̓ubica
- In:
Ekonomický časopis : časopis pre ekonomickú …
60
(
2012
)
9
,
pp. 918-934
Persistent link: https://www.econbiz.de/10010372808
Saved in:
7
Hedging Strategies and Financial Risks
Zmeškal, Zdenìk
- In:
Czech Journal of Economics and Finance (Finance a uver)
54
(
2004
)
1-2
,
pp. 50-63
select hedging strategies. Five basic hedging strategies ? delta hedging, minimum
variance
, minimum value at risk, maximum …
Persistent link: https://www.econbiz.de/10008495620
Saved in:
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