Miloslav Vošvrda : Citation Profile


Are you Miloslav Vošvrda?

Akademie věd České Republiky

5

H index

4

i10 index

188

Citations

RESEARCH PRODUCTION:

37

Articles

18

Papers

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 6
   Journals where Miloslav Vošvrda has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 12 (6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvo3
   Updated: 2021-02-20    RAS profile: 2019-11-07    
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Relations with other researchers


Works with:

Krištoufek, Ladislav (2)

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)

Krištoufek, Ladislav (8)

Tabak, Benjamin (7)

Sensoy, Ahmet (7)

Ferreira, Paulo (7)

Fernandez Bariviera, Aurelio (5)

Åžensoy, Ahmet (4)

Shen, Dehua (4)

Dima, Bogdan (3)

Roubaud, David (3)

Cites to:

Krištoufek, Ladislav (18)

Chiarella, Carl (16)

Hommes, Cars (15)

Vacha, Lukas (14)

Brock, William (14)

He, Xuezhong (10)

Baruník, Jozef (8)

Lucas, Robert (7)

Waldman, Michael (7)

Haltiwanger, John (7)

Dacorogna, Michel (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
Acta Oeconomica Pragensia2
Physica A: Statistical Mechanics and its Applications2

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 (2021 and 2020)


YearTitle of citing document
2020Impact of COVID-19 on the Financial Crisis - Calculation of Fractal Parameters. (2020). Potapov, Alexander A ; Laktyunkin, Alexander V. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:30:y:2020:i:5:p:23768-23772.

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2020Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202.

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2020Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027.

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2020Long memory in select stock returns using an alternative wavelet log-scale alignment approach. (2020). Kamaiah, Bandi ; Bhandari, Avishek. In: Papers. RePEc:arx:papers:2004.08550.

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2020Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2020Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2020An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis. (2020). Stosic, Tatijana ; Bejan, Lucian ; Antunes, Fernando Henrique. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304781.

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2020Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension. (2020). Inacio, C. M. C., ; David, S A ; Machado, J. A. T., ; Quintino, D D. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319304098.

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2020The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598.

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2020Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142.

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2020Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x.

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2020Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s037843711932014x.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303952.

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2020Risk state changes analysis of railway dangerous goods transportation system: Based on the cusp catastrophe model. (2020). de Dieu, Gatesi Jean ; Xu, Yifei ; Yu, Yaocheng ; Zhang, Rui ; Huang, Wencheng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:202:y:2020:i:c:s0951832020305603.

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2020Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:248-:d:431596.

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2020From Big Data to Econophysics and Its Use to Explain Complex Phenomena. (2020). , Hernane ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:153-:d:383955.

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2020An Econophysics Study of the S&P Global Clean Energy Index. (2020). Loures, Luis Carlos ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:662-:d:309473.

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2020Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

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2020The role of market efficiency on implied cost of capital estimates: an international perspective. (2020). Schroder, David. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00374-0.

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2020Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:101946.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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2020Stock Returns and Roughness Extreme Variations: A New Model for Monitoring 2008 Market Crash and 2015 Flash Crash. (2020). Shirvani, Abootaleb. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:3:p:78-95.

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2020The changing landscape of economy: social and technological progress in explaining the informational efficiency of capital markets. (2020). Iuliana, Ursu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:14:y:2020:i:1:p:940-952:n:89.

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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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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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2014Commodity futures and market efficiency.(2014) In: Energy Economics.
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2015Gold, currencies and market efficiency In: Papers.
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paper17
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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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 uzav?ené ekonomiky In: Politická ekonomie.
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2008Modelování krach? na kapitálových trzích: aplikace teorie stochastických katastrof In: Politická ekonomie.
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2012Efektivita kapitálových trh?: fraktální dimenze, Hurst?v 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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