5
H index
4
i10 index
244
Citations
Miloslav Vošvrda : Citation Profile
Akademie věd České Republiky | RESEARCH PRODUCTION: 37 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1988 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Miloslav Vošvrda. | Is cited by:
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Main data
Where Miloslav Vošvrda has published?
| Journals with more than one article published | # docs |
|---|---|
| Bulletin of the Czech Econometric Society | 13 |
| Prague Economic Papers | 7 |
| Czech Economic Review | 4 |
| Politická ekonomie | 3 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Acta Oeconomica Pragensia | 2 |
Recent works citing Miloslav Vošvrda (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100. Full description at Econpapers || Download paper |
| 2023 | Correlations between the crude oil market and capital markets under the RussiaâUkraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766. Full description at Econpapers || Download paper |
| 2023 | Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381. Full description at Econpapers || Download paper |
| 2023 | Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers || Download paper |
| 2023 | The tail wagging the dog: How do meme stocks affect market efficiency?. (2023). Ouzan, Samuel ; Choi, Hyung-Eun ; Aloosh, Arash. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:68-78. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Miloslav Vošvrda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | On Economic Model of Cycles In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
| 2012 | Measuring capital market efficiency: Global and local correlations structure In: Papers. [Full Text][Citation analysis] | paper | 74 |
| 2013 | Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers. [Full Text][Citation analysis] | paper | 36 |
| 2014 | Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2013 | Commodity futures and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 69 |
| 2014 | Commodity futures and market efficiency.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 2015 | Gold, currencies and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 26 |
| 2016 | Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2007 | Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 1 |
| 2006 | Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents.(2006) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Wavelets and Sentiment in the Heterogeneous Agents Model In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 1 |
| 2011 | Comparing Neural Networks and ARMA Models in Artificial Stock Market In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2012 | Editorial to the Special Issue on Approximation of Stochastic Programming Problems In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1995 | DiferenciálnàRovnice a Ekonomické Aplikace In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1995 | Markovian Model of Unemployment In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1996 | Disequilibrium model applied to the Czech Economy In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1996 | The Speed Of Adjustment and Robust Stability of Macroeconomic Systems In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1998 | The Efficient Market Hypothesis Testing on the Prague Stock Exchange In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1999 | Van Der Pols Equation and an Economic Model of Cycles In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1999 | Sensitivity And Stability In Dynamical Economic Systems In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 1 |
| 2001 | Bifurcation Routes And Economic Stability In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 2 |
| 2001 | Bifurcation Routes and Economic Stability.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2002 | Heterogeneous Agent Model And Numerical Analysis Of Learning In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1988 | Statistical data analysis by dialogue statistical systems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2009 | Can a stochastic cusp catastrophe model explain stock market crashes? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2012 | How do skilled traders change the structure of the market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2007 | Heterogeneous Agents Model with the Worst Out Algorithm In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2005 | Heterogeneous Agents Model with the Worst Out Algorithm.(2005) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Tail Behavior of the Central European Stock Markets during the Financial Crisis In: Czech Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | Tail Behavior of the Central European Stock Markets during the Financial Crisis.(2010) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Wavelet Applications to Heterogeneous Agents Model In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Goodwins Predator-Prey Model with Endogenous Technological Progress In: Working Papers IES. [Full Text][Citation analysis] | paper | 4 |
| 2005 | A Small-Open-Economy Model and Endogenous Money Stock In: Acta Oeconomica Pragensia. [Full Text][Citation analysis] | article | 1 |
| 2007 | Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model In: Acta Oeconomica Pragensia. [Full Text][Citation analysis] | article | 0 |
| 2003 | Heterogeneous agent model with memory and asset price behaviour In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2004 | An Application of the Garch-t Model on Central European Stock Returns In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2005 | Dynamical Agents Strategies and the Fractal Market Hypothesis In: Prague Economic Papers. [Full Text][Citation analysis] | article | 4 |
| 2006 | Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2007 | Wavelet Decomposition of the Financial Market In: Prague Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2009 | Smart Agents and Sentiment in the Heterogeneous Agent Model In: Prague Economic Papers. [Full Text][Citation analysis] | article | 2 |
| 2013 | Complex Price Dynamics in the Modified Kaldorian Model In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2006 | Produkt, kapitál a cenový pohyb v jednoduchém modelu uzav?ené ekonomiky In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2008 | Modelovánà krach? na kapitálových trzÃch: aplikace teorie stochastických katastrof In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2012 | Efektivita kapitálových trh?: fraktálnà dimenze, Hurst?v exponent a entropie In: Politická ekonomie. [Full Text][Citation analysis] | article | 1 |
| The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] | paper | 0 | |
| 2003 | Dynamics of a Small Open Economy In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Nonlinear Dynamical Model of Economy with Embodied Technological Progress In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2009 | Smart predictors in the heterogeneous agent model In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 7 |
| 2016 | Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team