6
H index
5
i10 index
291
Citations
Miloslav Vošvrda : Citation Profile
| RESEARCH PRODUCTION: 39 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1988 - 2020). 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 |
| Politická ekonomie | 4 |
| Physica A: Statistical Mechanics and its Applications | 3 |
| Acta Oeconomica Pragensia | 2 |
Recent works citing Miloslav Vošvrda (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239. Full description at Econpapers || Download paper |
| 2024 | Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995. Full description at Econpapers || Download paper |
| 2024 | Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study. (2024). Shahil, Raza ; Birau, Ramona ; Cirjan, Nadia Tudora ; Simion, Mircea Laurentiu ; Meher, Bharat Kumar ; Abhishek, Anand ; Aman, Shreevastava. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:2:p:41-52. Full description at Econpapers || Download paper |
| 2024 | Fractal properties, information theory, and market efficiency. (2024). Brouty, Xavier ; Garcin, Matthieu. 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). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. 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 ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper |
| 2025 | Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223. Full description at Econpapers || Download paper |
| 2024 | Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970. Full description at Econpapers || Download paper |
| 2025 | Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092. Full description at Econpapers || Download paper |
| 2025 | Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228. Full description at Econpapers || Download paper |
| 2024 | Did grain futures prices overreact to the RussiaâUkraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412. 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 | Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003595. Full description at Econpapers || Download paper |
| 2025 | Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis. (2025). Tabak, Benjamin Miranda ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008161. Full description at Econpapers || Download paper |
| 2025 | The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792. Full description at Econpapers || Download paper |
| 2025 | Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152. Full description at Econpapers || Download paper |
| 2025 | Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589. Full description at Econpapers || Download paper |
| 2025 | Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017. Full description at Econpapers || Download paper |
| 2025 | Sectoral Efficiency and Resilience: A Multifaceted Analysis of S&P Global BMI Indices Under Global Crises. (2025). Antunes, Fernando Henrique ; Lima, Jos Wesley ; Raki, Slobodan ; Koji, Milena. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:4:p:641-:d:1592135. Full description at Econpapers || Download paper |
| 2024 | Reaction Function for Financial Market Reacting to Events or Information. (2024). Du, Guangle ; Li, BO. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:4:d:10.1007_s40745-024-00565-w. Full description at Econpapers || Download paper |
| 2024 | Have the extraordinary circumstances of the COVID-19 outbreak and the RussianâUkrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x. Full description at Econpapers || Download paper |
| 2024 | On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9. Full description at Econpapers || Download paper |
| 2024 | Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers. (2024). Gabauer, David ; Darehshiri, Sahar ; Asl, Mahdi Ghaemi ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00636-0. Full description at Econpapers || Download paper |
| 2024 | Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Shi, Yufeng ; Zeng, Xiaoping ; Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0. Full description at Econpapers || Download paper |
| 2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. 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 | 83 |
| 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: 83 | article | |
| 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy In: Papers. [Full Text][Citation analysis] | paper | 40 |
| 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: 40 | 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: 40 | paper | |
| 2013 | Commodity futures and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 74 |
| 2014 | Commodity futures and market efficiency.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 2015 | Gold, currencies and market efficiency In: Papers. [Full Text][Citation analysis] | paper | 27 |
| 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: 27 | 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 | 27 |
| 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 |
| 2006 | Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavÅené ekonomiky In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2008 | Modelovánà krachů na kapitálových trzÃch: aplikace teorie stochastických katastrof In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2012 | Efektivita kapitálových trhů: fraktálnà dimenze, Hurstův exponent a entropie In: Politická ekonomie. [Full Text][Citation analysis] | article | 1 |
| 2020 | Významný pÅÃspÄvek k problematice modelů DSGE In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 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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