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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

Testování hypotézy efektivního trhu na BCPP

Filáček, Jan - In: Finance a úvěr 48 (1998) 9, pp. 554-566

Persistent link: https://www.econbiz.de/10001252489

Asymptotic stability of an equilibrium price

Vošvrda, Miloslav S. - In: Czechoslovak journal for operations research : CSJOR 1 (1992) 1, pp. 31-39

Persistent link: https://www.econbiz.de/10001195357

An equilibrium price attractor in competitive equilibrium models

Vošvrda, Miloslav S. - In: Central European journal of operations research : CEJOR … 2 (1993) 1, pp. 7-22

Persistent link: https://www.econbiz.de/10001200598

Heterogeneous agent model with memory and asset price behaviour

Vošvrda, Miloslav S.; Vácha, Lukáš - In: Prague economic papers : a bimonthly journal of … 12 (2003) 2, pp. 155-168

Persistent link: https://www.econbiz.de/10001765824

The output-inflation trade off

Vošvrda, Miloslav S. - 1994

Persistent link: https://www.econbiz.de/10000889755

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

How do skilled traders change the structure of the market

Vacha, Lukas; Barunik, Jozef; Vošvrda, Miloslav S. - In: International review of financial analysis 23 (2012), pp. 66-71

Persistent link: https://www.econbiz.de/10009690118

Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy

Kristoufek, Ladislav; Vošvrda, Miloslav S. - 2014

We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the...

Persistent link: https://www.econbiz.de/10010407497

Commodity futures and market efficiency

Kristoufek, Ladislav; Vošvrda, Miloslav S. - In: Energy economics 42 (2014), pp. 50-57

Persistent link: https://www.econbiz.de/10010502969