6
H index
5
i10 index
271
Citations
Miloslav Vošvrda : Citation Profile
| RESEARCH PRODUCTION: 35 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1988 - 2019). 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:
| Cites to:
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Main data
Where Miloslav Vošvrda has published?
| Journals with more than one article published | # docs |
|---|---|
| Prague Economic Papers | 7 |
| Czech Economic Review | 4 |
| Physica A: Statistical Mechanics and its Applications | 3 |
| Acta Oeconomica Pragensia | 2 |
Recent works citing Miloslav Vošvrda (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Fractal properties, information theory, and market efficiency. (2024). Garcin, Matthieu ; Brouty, Xavier. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948. Full description at Econpapers || Download paper |
| 2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper |
| 2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper |
| 2023 | Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484. Full description at Econpapers || Download paper |
| 2023 | The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947. Full description at Econpapers || Download paper |
| 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 | Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277. 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 | Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901. 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 |
| 2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper |
| 2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. 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 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
| 2023 | Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches. (2023). Kartal, Mustafa ; Ayhan, Fatih ; Kevser, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09484-x. Full description at Econpapers || Download paper |
| 2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. 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 | 78 |
| 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: 78 | article | |
| 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers. [Full Text][Citation analysis] | paper | 38 |
| 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: 38 | 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: 38 | 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 |
| 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 | 0 |
| 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 |
| 2019 | Cryptocurrencies market efficiency ranking: Not so straightforward In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 21 |
| 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 | Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 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 | 2 |
| 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 |
| 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 | |
| 2001 | Bifurcation Routes and Economic Stability In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 2 |
| 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 |
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