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Smart agents and sentiment in the heterogenous agent model
Vácha, Lukas; Baruník, Jozef; Vošvrda, Miloslav - In: Prague economic papers : quarterly journal of economic … 18 (2009) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10009874370
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How do neural networks enhance the predictability of Central European stock returns
Baruník, Jozef - In: Finance a úvěr 58 (2008) 7/8, pp. 359-376
Persistent link: https://www.econbiz.de/10009920070
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Úloha financí a úvĕru v procesu ekonomického r°ustu
Havelec, Jan; Vošvrda, Miloslav - In: Finance a úvěr 16 (1966) 8, pp. 485-496
Persistent link: https://www.econbiz.de/10009919272
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Heterogeneous agent model with memory and asset price behaviour
Vošvrda, Miloslav; Vácha, Lukáš - In: Prague economic papers : quarterly journal of economic … 12 (2003) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10009874251
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An application of the GARCH-t model on Central European stock returns
Vošvrda, Miloslav; Žikeš, Filip - In: Prague economic papers : quarterly journal of economic … 13 (2004) 1, pp. 26-39
Persistent link: https://www.econbiz.de/10009874268
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Wavelet decomposition of the financial market
Vácha, Lukáš; Vošvrda, Miloslav - In: Prague economic papers : quarterly journal of economic … 16 (2007) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10009874319