Miloslav Vošvrda : Citation Profile


Are you Miloslav Vošvrda?

Akademie věd České Republiky

5

H index

4

i10 index

137

Citations

RESEARCH PRODUCTION:

37

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 4
   Journals where Miloslav Vošvrda has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 12 (8.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvo3
   Updated: 2019-09-14    RAS profile: 2019-06-06    
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Relations with other researchers


Works with:

Krištoufek, Ladislav (9)

Authors registered in RePEc who have co-authored more than one work in the last five years with Miloslav Vošvrda.

Is cited by:

Kukacka, Jiri (15)

Baruník, Jozef (13)

Tabak, Benjamin (7)

Sensoy, Ahmet (7)

Krištoufek, Ladislav (6)

Fernandez Bariviera, Aurelio (5)

Şensoy, Ahmet (4)

Shen, Dehua (4)

Dima, Bogdan (3)

Roubaud, David (3)

Ferreira, Paulo (3)

Cites to:

Krištoufek, Ladislav (18)

Chiarella, Carl (16)

Hommes, Cars (15)

Brock, William (14)

Vacha, Lukas (14)

He, Xuezhong (10)

Baruník, Jozef (8)

Tabak, Benjamin (7)

Dacorogna, Michel (7)

Lucas, Robert (7)

Haltiwanger, John (7)

Main data


Where Miloslav Vošvrda has published?


Journals with more than one article published# docs
Bulletin of the Czech Econometric Society13
Prague Economic Papers7
Czech Economic Review4
Politická ekonomie3
Physica A: Statistical Mechanics and its Applications2
Acta Oeconomica Pragensia2

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies6
Papers / arXiv.org4
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2

Recent works citing Miloslav Vošvrda (2018 and 2017)


YearTitle of citing document
2017Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych. (2017). Gorska, Anna ; Krawiec, Monika. In: Problems of World Agriculture / Problemy Rolnictwa Światowego. RePEc:ags:polpwa:264480.

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2017An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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2017Timing Strategy Performance in the Crude Oil Futures Market. (2017). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:17/7.

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2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Informational efficiency of Bitcoin—An extension. (2018). Tiwari, Aviral ; Roubaud, David ; Das, Debojyoti ; Jana, R K. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:106-109.

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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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2019A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Roberts, Helen ; Premachandra, I M ; Kuruppuarachchi, Duminda. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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2017How does real option value compare with Faustmann value when log prices follow fractional Brownian motion?. (2017). Niquidet, Kurt ; Manley, Bruce. In: Forest Policy and Economics. RePEc:eee:forpol:v:85:y:2017:i:p1:p:76-84.

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2017The effect of price volatility on judgmental forecasts: The correlated response model. (2017). Sobolev, Daphne. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:605-617.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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2017Transfer entropy coefficient: Quantifying level of information flow between financial time series. (2017). Shang, Pengjian ; Teng, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:60-70.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperue, Waldo ; Basgall, Maria Jose . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:82-90.

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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions. (2017). Krištoufek, Ladislav ; Ferreira, Paulo ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:554-566.

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2018Efficiency or speculation? A time-varying analysis of European sovereign debt. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1295-1308.

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2018On Bitcoin markets (in)efficiency and its evolution. (2018). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:257-262.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2018Nonextensive triplets in cryptocurrency exchanges. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1069-1074.

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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

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2018Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. (2018). Shahzad, Syed Jawad Hussain ; Kayani, Ghulam Mujtaba ; Hanif, Waqas ; Hernandez, Jose Areola ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294.

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2019Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar. (2019). Albuquerque, Cristiane Rocha ; Stosic, Tatijana ; de Melo, Gabriel Rivas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:687-693.

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2019Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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2019Information flow between Ibovespa and constituent companies. (2019). Jale, Jader S ; Stoi, Borko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:233-239.

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2019Multifractal behavior of price and volume changes in the cryptocurrency market. (2019). Stosic, Tatijana ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:54-61.

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2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

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2018Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav. In: Working Papers IES. RePEc:fau:wpaper:wp2018_07.

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2018New empirical evidence on E.M.H.: case of developed and emerging markets – a microeconomic approach. (2018). Ursu, Iuliana Maria. In: Scientific Papers. RePEc:fst:wpaper:0016.

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2018The impact of world government indicators on market investment behavior. (2018). Bilti, Raluca Simina. In: Scientific Papers. RePEc:fst:wpaper:0017.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2018Dynamics of Cooperation in Minority Games in Alliance Networks. (2018). Zhang, Xin-Jie ; Wang, Wei-Jia ; Xiong, Jason ; Tang, Yong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4746-:d:190075.

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2019Measuring of The Goods and Labor Markets Efficiency: Comparative Study of Western Balkan Countries. (2019). Vladusic, Ljubisa ; Kostic, Zorana ; Mastilo, Zoran ; Radukic, Snezana . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:2:95-109.

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2018Determining the chaotic behaviour of copper prices in the long-term using annual price data. (2018). Tapia, C A ; Saydam, S ; Sammut, C ; Coulton, J. In: Palgrave Communications. RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-017-0060-x.

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2017An Overview on the Practice and Issues of Hedging in Islamic Finance. (2017). Oubdi, Lahsen ; Raghibi, Abdessamad. In: MPRA Paper. RePEc:pra:mprapa:82646.

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2017A Simple Open Economy Model: A Non-Linear Dynamic Approach. (2017). Kodera, Jan ; Van Quang, Tran . In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2017:y:2017:i:1:id:175:p:19-34.

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2017Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries. (2017). Drachal, Krzysztof. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:37-53.

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2019Forecasting cryptocurrency returns and volume using search engines. (2019). Nasir, Muhammad ; Duong, Duy ; Nguyen, Sang Phu ; Duc, Toan Luu. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0119-8.

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2018Are standard asset pricing factors long-range dependent?. (2018). Auer, Benjamin Rainer. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9385-y.

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2017Joint Localization of Different Branches of Russian Industry. (2017). Mikhailova, Tatiana. In: Working Papers. RePEc:rnp:wpaper:041721.

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Works by Miloslav Vošvrda:


YearTitleTypeCited
2001On Economic Model of Cycles In: CeNDEF Workshop Papers, January 2001.
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2012Measuring capital market efficiency: Global and local correlations structure In: Papers.
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2013Measuring capital market efficiency: Global and local correlations structure.(2013) In: Physica A: Statistical Mechanics and its Applications.
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2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers.
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paper24
2014Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy.(2014) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy.(2014) In: FinMaP-Working Papers.
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2013Commodity futures and market efficiency In: Papers.
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paper37
2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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2015Gold, currencies and market efficiency In: Papers.
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2016Gold, currencies and market efficiency.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2007Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents In: Bulletin of the Czech Econometric Society.
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article1
2006Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents.(2006) In: Working Papers IES.
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2008Wavelets and Sentiment in the Heterogeneous Agents Model In: Bulletin of the Czech Econometric Society.
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2011Comparing Neural Networks and ARMA Models in Artificial Stock Market In: Bulletin of the Czech Econometric Society.
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2012Editorial to the Special Issue on Approximation of Stochastic Programming Problems In: Bulletin of the Czech Econometric Society.
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1995Diferenciální Rovnice a Ekonomické Aplikace In: Bulletin of the Czech Econometric Society.
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1995Markovian Model of Unemployment In: Bulletin of the Czech Econometric Society.
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1996Disequilibrium model applied to the Czech Economy In: Bulletin of the Czech Econometric Society.
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1996The Speed Of Adjustment and Robust Stability of Macroeconomic Systems In: Bulletin of the Czech Econometric Society.
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1998The Efficient Market Hypothesis Testing on the Prague Stock Exchange In: Bulletin of the Czech Econometric Society.
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1999Van Der Pols Equation and an Economic Model of Cycles In: Bulletin of the Czech Econometric Society.
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1999Sensitivity And Stability In Dynamical Economic Systems In: Bulletin of the Czech Econometric Society.
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2001Bifurcation Routes And Economic Stability In: Bulletin of the Czech Econometric Society.
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2001Bifurcation Routes and Economic Stability.(2001) In: Computing in Economics and Finance 2001.
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2002Heterogeneous Agent Model And Numerical Analysis Of Learning In: Bulletin of the Czech Econometric Society.
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1988Statistical data analysis by dialogue statistical systems In: Computational Statistics & Data Analysis.
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2009Can a stochastic cusp catastrophe model explain stock market crashes? In: Journal of Economic Dynamics and Control.
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2012How do skilled traders change the structure of the market In: International Review of Financial Analysis.
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2007Heterogeneous Agents Model with the Worst Out Algorithm In: Czech Economic Review.
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2005Heterogeneous Agents Model with the Worst Out Algorithm.(2005) In: Working Papers IES.
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2007Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments In: Czech Economic Review.
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2010Editorial In: Czech Economic Review.
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2010Tail Behavior of the Central European Stock Markets during the Financial Crisis In: Czech Economic Review.
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2010Tail Behavior of the Central European Stock Markets during the Financial Crisis.(2010) In: Working Papers IES.
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2005Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy In: Working Papers IES.
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2005Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy.(2005) In: Computing in Economics and Finance 2005.
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2006Wavelet Applications to Heterogeneous Agents Model In: Working Papers IES.
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2007Goodwins Predator-Prey Model with Endogenous Technological Progress In: Working Papers IES.
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2005A Small-Open-Economy Model and Endogenous Money Stock In: Acta Oeconomica Pragensia.
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2007Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model In: Acta Oeconomica Pragensia.
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2003Heterogeneous agent model with memory and asset price behaviour In: Prague Economic Papers.
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2004An Application of the Garch-t Model on Central European Stock Returns In: Prague Economic Papers.
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2005Dynamical Agents Strategies and the Fractal Market Hypothesis In: Prague Economic Papers.
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2006Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets In: Prague Economic Papers.
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2007Wavelet Decomposition of the Financial Market In: Prague Economic Papers.
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2009Smart Agents and Sentiment in the Heterogeneous Agent Model In: Prague Economic Papers.
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2013Complex Price Dynamics in the Modified Kaldorian Model In: Prague Economic Papers.
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2006Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavřené ekonomiky In: Politická ekonomie.
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2008Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof In: Politická ekonomie.
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2012Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie In: Politická ekonomie.
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The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model In: Modeling, Computing, and Mastering Complexity 2003.
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2003Dynamics of a Small Open Economy In: Computing in Economics and Finance 2003.
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2006Nonlinear Dynamical Model of Economy with Embodied Technological Progress In: Computing in Economics and Finance 2006.
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2009Smart predictors in the heterogeneous agent model In: Journal of Economic Interaction and Coordination.
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2016Herding, minority game, market clearing and efficient markets in a simple spin model framework In: FinMaP-Working Papers.
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