Jaroslava Hlouskova
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Jaroslava |
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Hlouskova |
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Affiliations
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Institut für Höhere Studien (IHS)
Research profile
author of:
- GMM Estimation of Affine Term Structure Models (RePEc:arx:papers:1508.01661)
by Jaroslava Hlouskova & Leopold Sogner - Natural Disasters As Creative Destruction? Evidence From Developing Countries (RePEc:bla:ecinqu:v:46:y:2008:i:2:p:214-226)
by Jesús Crespo Cuaresma & Jaroslava Hlouskova & Michael Obersteiner - CEEC growth projections: Certainly necessary and necessarily uncertain (RePEc:bla:etrans:v:13:y:2005:i:2:p:341-372)
by Martin Wagner & Jaroslava Hlouskova - Finite Sample Correction Factors for Panel Cointegration Tests (RePEc:bla:obuest:v:71:y:2009:i:6:p:851-881)
by Jaroslava Hlouskova & Martin Wagner - The CEEC10's Real Convergence Prospects (RePEc:cpr:ceprdp:3318)
by Wagner, Martin & Hlouskova, Jaroslava - The role of the marginal rate of substitution of wealth for a loss averse investor (RePEc:ebl:ecbull:eb-14-00533)
by Jaroslava Hlouskova & Panagiotis Tsigaris - Forecasting electricity spot-prices using linear univariate time-series models (RePEc:eee:appene:v:77:y:2004:i:1:p:87-106)
by Crespo Cuaresma, Jesús & Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael - GMM estimation of affine term structure models (RePEc:eee:ecosta:v:13:y:2020:i:c:p:2-15)
by Hlouskova, Jaroslava & Sögner, Leopold - Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management (RePEc:eee:empfin:v:16:y:2009:i:2:p:330-336)
by Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin - Optimal asset allocation under linear loss aversion (RePEc:eee:jbfina:v:35:y:2011:i:11:p:2974-2990)
by Fortin, Ines & Hlouskova, Jaroslava - The consumption–investment decision of a prospect theory household: A two-period model (RePEc:eee:mateco:v:70:y:2017:i:c:p:74-89)
by Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis - The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level (RePEc:eee:mateco:v:85:y:2019:i:c:p:93-108)
by Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis - Prospect theory and asset allocation (RePEc:eee:quaeco:v:94:y:2024:i:c:p:214-240)
by Fortin, Ines & Hlouskova, Jaroslava - Real options and the value of generation capacity in the German electricity market (RePEc:eee:revfin:v:14:y:2005:i:3-4:p:297-310)
by Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael & Schnabl, Alexander - The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (RePEc:eui:euiwps:eco2005/05)
by Jaroslava Hlouskova & Martin Wagner - Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case (RePEc:fau:fauart:v:64:y:2014:i:5:p:374-391)
by Jaroslava Hlouskova & Jana Mikocziova & Rudolf Sivak & Peter Tsigaris - AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification (RePEc:gam:jsusta:v:12:y:2020:i:22:p:9309-:d:442413)
by Juan Carlos Laso Bayas & Andrea Gardeazabal & Mathias Karner & Christian Folberth & Luis Vargas & Rastislav Skalský & Juraj Balkovič & Anto Subash & Moemen Saad & Sylvain Delerce & Jesús Crespo Cuares - An Integrated CVaR and Real Options Approach to Investments in the Energy Sector (RePEc:ihs:ihsesp:209)
by Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana - The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study (RePEc:ihs:ihsesp:210)
by Wagner, Martin & Hlouskova, Jaroslava - Growth Regressions, Principal Components and Frequentist Model Averaging (RePEc:ihs:ihsesp:236)
by Wagner, Martin & Hlouskova, Jaroslava - Finite Sample Correction Factors for Panel Cointegration Tests (RePEc:ihs:ihsesp:244)
by Hlouskova, Jaroslava & Wagner, Martin - Optimal Asset Allocation Under Linear Loss Aversion (RePEc:ihs:ihsesp:257)
by Fortin, Ines & Hlouskova, Jaroslava - Capital Income Taxation and Risk Taking under Prospect Theory (RePEc:ihs:ihsesp:283)
by Hlouskova, Jaroslava & Tsigaris, Panagiotis - What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? (RePEc:ihs:ihsesp:286)
by Hlouskova, Jaroslava & Tsigaris, Panagiotis - Optimal Asset Allocation under Quadratic Loss Aversion (RePEc:ihs:ihsesp:291)
by Fortin, Ines & Hlouskova, Jaroslava - Can Macroeconomists Get Rich Forecasting Exchange Rates? (RePEc:ihs:ihsesp:305)
by Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava - GMM Estimation of Affine Term Structure Models (RePEc:ihs:ihsesp:315)
by Hlouskova, Jaroslava & Sögner, Leopold - The Consumption-Investment Decision of a Prospect Theory Household (RePEc:ihs:ihsesp:322)
by Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis - Exchange rate forecasting and the performance of currency portfolios (RePEc:ihs:ihsesp:326)
by Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava - The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level (RePEc:ihs:ihsesp:344)
by Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis - Legal Restrictions on Portfolio Holdings: Some Empirical Results (RePEc:ihs:ihsesp:93)
by Hlouskova, Jaroslava & Lee, Gabriel S. - The CEEC10's Real Convergence Prospects (RePEc:ihs:ihstep:20)
by Wagner, Martin & Hlouskova, Jaroslava - Capital income taxation under full loss offset provisions of a prospect theory investor (RePEc:ihs:ihswps:11)
by Hlouskova, Jaroslava & Tsigaris, Panagiotis - A behavioral economic approach to multiple job holdings with leisure (RePEc:ihs:ihswps:23)
by Hlouskova, Jaroslava & Tsigaris, Panagiotis - Regime-dependent commodity price dynamics: A predictive analysis (RePEc:ihs:ihswps:28)
by Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael - Financial instability and economic activity (RePEc:ihs:ihswps:36)
by Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold - Prospect theory and asset allocation (RePEc:ihs:ihswps:42)
by Fortin, Ines & Hlouskova, Jaroslava - Regime-dependent nowcasting of the Austrian economy (RePEc:ihs:ihswps:51)
by Fortin, Ines & Hlouskova, Jaroslava - Inflation Forecasting in Turbulent Times (RePEc:ihs:ihswps:number56)
by Martin, Ertl & Fortin, Ines & Hlouskova, Jaroslava & Koch, Sebastian P. & Kunst, Robert M. & Soegner, Leopold - An Algorithm for Portfolio Optimization with Transaction Costs (RePEc:inm:ormnsc:v:51:y:2005:i:11:p:1676-1688)
by Michael J. Best & Jaroslava Hlouskova - Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging (RePEc:jns:jbstat:v:235:y:2015:i:6:p:642-662)
by Wagner Martin & Hlouskova Jaroslava - Beating the random walk in Central and Eastern Europe (RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201)
by Jesús Crespo Cuaresma & Jaroslava Hlouskova - Loss-Aversion with Kinked Linear Utility Functions (RePEc:kap:compec:v:44:y:2014:i:1:p:45-65)
by Michael Best & Robert Grauer & Jaroslava Hlouskova & Xili Zhang - Financial and economic uncertainties and their effects on the economy (RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09570-3)
by Ines Fortin & Jaroslava Hlouskova & Leopold Sögner - Capital income taxation and risk taking under prospect theory (RePEc:kap:itaxpf:v:19:y:2012:i:4:p:554-573)
by Jaroslava Hlouskova & Panagiotis Tsigaris - A behavioral portfolio approach to multiple job holdings (RePEc:kap:reveho:v:15:y:2017:i:2:d:10.1007_s11150-015-9293-x)
by Jaroslava Hlouskova & Panagiotis Tsigaris & Anetta Caplanova & Rudolf Sivak - Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management (RePEc:lau:crdeep:04.10)
by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER - Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices (RePEc:oup:erevae:v:45:y:2018:i:4:p:583-615.)
by Jesus Crespo Cuaresma & Jaroslava Hlouskova & Michael Obersteiner - The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach (RePEc:ses:arsjes:2013-iv-2)
by Jaroslava Hlouskova & Martin Wagner - Forecasting exchange rates in transition economies: A comparison of multivariate time series models (RePEc:spr:empeco:v:29:y:2004:i:4:p:787-801)
by Jesús Crespo Cuaresma & Jaroslava Hlouskova - An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis (RePEc:spr:joptap:v:135:y:2007:i:3:d:10.1007_s10957-007-9249-2)
by M. J. Best & J. Hlouskova - An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory (RePEc:spr:joptap:v:135:y:2007:i:3:d:10.1007_s10957-007-9252-7)
by M. J. Best & J. Hlouskova - The efficient frontier for bounded assets (RePEc:spr:mathme:v:52:y:2000:i:2:p:195-212)
by Michael J. Best & Jaroslava Hlouskova - Downside loss aversion: Winner or loser? (RePEc:spr:mathme:v:81:y:2015:i:2:p:181-233)
by Ines Fortin & Jaroslava Hlouskova - Forecasting the Euro exchange rate using vector error correction models (RePEc:spr:weltar:v:136:y:2000:i:2:p:232-258)
by Bas Aarle & Michael Boss & Jaroslava Hlouskova - The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116)
by Jaroslava Hlouskova & Martin Wagner - The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223)
by Martin Wagner & Jaroslava Hlouskova - Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management (RePEc:ube:dpvwib:dp0212)
by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner - CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain (RePEc:ube:dpvwib:dp0403)
by Martin Wagner & Jaroslava Hlouskova - What's Really the Story with this Balassa-Samuelson Effect in the CEECs? (RePEc:ube:dpvwib:dp0416)
by Martin Wagner & Jaroslava Hlouskova - The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (RePEc:ube:dpvwib:dp0503)
by Jaroslava Hlouskova & Martin Wagner - Can Macroeconomists Get Rich Forecasting Exchange Rates? (RePEc:wiw:wiwwuw:wuwp176)
by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova - Can Macroeconomists Get Rich Forecasting Exchange Rates? (RePEc:wiw:wus005:4181)
by Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava - Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate (RePEc:wly:jforec:v:35:y:2016:i:7:p:652-668)
by Mauro Costantini & Jesus Crespo Cuaresma & Jaroslava Hlouskova - Exchange rate forecasting and the performance of currency portfolios (RePEc:wly:jforec:v:37:y:2018:i:5:p:519-540)
by Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova - Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach (RePEc:wly:jforec:v:40:y:2021:i:7:p:1245-1273)
by Jesus Crespo Cuaresma & Jaroslava Hlouskova & Michael Obersteiner - Regime‐dependent commodity price dynamics: A predictive analysis (RePEc:wly:jforec:v:43:y:2024:i:7:p:2822-2847)
by Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner - Real options and the value of generation capacity in the German electricity market (RePEc:wly:revfec:v:14:y:2005:i:3-4:p:297-310)
by Jaroslava Hlouskova & Stephan Kossmeier & Michael Obersteiner & Alexander Schnabl