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Smart predictors in the heterogeneous agent model
Barunik, Jozef; Vacha, Lukas; Vošvrda, Miloslav S. - In: Journal of economic interaction and coordination : JEIC 4 (2009) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10003891813
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Smart agents and sentiment in the heterogenous agent model
Vácha, Lukas; Baruník, Jozef; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 18 (2009) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10003895445
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Wavelet decomposition of the financial market
Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 16 (2007) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10003442715