Miloslav Vošvrda
Names
| first: |
Miloslav |
| last: |
Vošvrda |
Identifer
Contact
| homepage: |
http://vosvrda.utia.cas.cz |
|
| phone: |
+42 02 66052400 |
| postal address: |
Institute of Information Theory Academy of Sciences of the Czech Republic Pod vodarenskou vezi 4 182 08 Prague 8 |
Affiliations
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Akademie věd České Republiky
/ Ústav teorie informace a automatizace (ÚTIA)
Research profile
author of:
- On Economic Model of Cycles (RePEc:ams:cdws01:po3)
by Miloslav S. Vosvrda - Measuring capital market efficiency: Global and local correlations structure (RePEc:arx:papers:1208.1298)
by Ladislav Kristoufek & Miloslav Vosvrda - Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy (RePEc:arx:papers:1307.3060)
by Ladislav Kristoufek & Miloslav Vosvrda - Commodity futures and market efficiency (RePEc:arx:papers:1309.1492)
by Ladislav Kristoufek & Miloslav Vosvrda - Gold, currencies and market efficiency (RePEc:arx:papers:1510.08615)
by Ladislav Kristoufek & Miloslav Vosvrda - Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents (RePEc:czx:journl:v:14:y:2007:i:24:id:151)
by Jan Kodera & Karel Sladký & Miloslav Vošvrda - Wavelets and Sentiment in the Heterogeneous Agents Model (RePEc:czx:journl:v:15:y:2008:i:25:id:157)
by Lukas Vacha & Miloslav Vosvrda - Comparing Neural Networks and ARMA Models in Artificial Stock Market (RePEc:czx:journl:v:18:y:2011:i:28:id:174)
by Jiri Krtek & Miloslav Vošvrda - Editorial to the Special Issue on Approximation of Stochastic Programming Problems (RePEc:czx:journl:v:19:y:2012:i:30:id:206)
by Martin Šmíd & Miloslav Vošvrda - Diferenciální Rovnice a Ekonomické Aplikace (RePEc:czx:journl:v:2:y:1995:i:2:id:22)
by Miloslav Vošvrda - Markovian Model of Unemployment (RePEc:czx:journl:v:2:y:1995:i:3:id:26)
by Miloslav Vošvrda - Disequilibrium model applied to the Czech Economy (RePEc:czx:journl:v:3:y:1996:i:4:id:31)
by Miloslav Vošvrda - The Speed Of Adjustment and Robust Stability of Macroeconomic Systems (RePEc:czx:journl:v:3:y:1996:i:5:id:37)
by Karel Sladký & Miloslav Vošvrda - The Efficient Market Hypothesis Testing on the Prague Stock Exchange (RePEc:czx:journl:v:5:y:1998:i:7:id:52)
by Miloslav Vošvrda & Jan Filáček & Marek Kaplička - Van Der Pol's Equation and an Economic Model of Cycles (RePEc:czx:journl:v:6:y:1999:i:10:id:74)
by Miloslav Vošvrda - Sensitivity And Stability In Dynamical Economic Systems (RePEc:czx:journl:v:6:y:1999:i:9:id:66)
by Karel Sladký & Jan Kodera & Miloslav Vošvrda - Bifurcation Routes And Economic Stability (RePEc:czx:journl:v:8:y:2001:i:14:id:102)
by Miloslav Vošvrda - Heterogeneous Agent Model And Numerical Analysis Of Learning (RePEc:czx:journl:v:9:y:2002:i:17:id:112)
by Miloslav Vošvrda & Lukáš Vácha - Statistical data analysis by dialogue statistical systems (RePEc:eee:csdana:v:6:y:1988:i:2:p:113-117)
by Vosvrda, Miloslav S. - Can a stochastic cusp catastrophe model explain stock market crashes? (RePEc:eee:dyncon:v:33:y:2009:i:10:p:1824-1836)
by Barunik, J. & Vosvrda, M. - Commodity futures and market efficiency (RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57)
by Kristoufek, Ladislav & Vosvrda, Miloslav - How do skilled traders change the structure of the market (RePEc:eee:finana:v:23:y:2012:i:c:p:66-71)
by Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav - Measuring capital market efficiency: Global and local correlations structure (RePEc:eee:phsmap:v:392:y:2013:i:1:p:184-193)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Gold, currencies and market efficiency (RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Heterogeneous Agents Model with the Worst Out Algorithm (RePEc:fau:aucocz:au2007_054)
by Miloslav Vošvrda & Lukáš Vácha - Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments (RePEc:fau:aucocz:au2007_302)
by Jan Kodera & Karel Sladký & Miloslav Vošvrda - Editorial (RePEc:fau:aucocz:au2010_234)
by Miloslav Vošvrda - Tail Behavior of the Central European Stock Markets during the Financial Crisis (RePEc:fau:aucocz:au2010_281)
by Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda - Heterogeneous Agents Model with the Worst Out Algorithm (RePEc:fau:wpaper:wp091)
by Lukáš Vácha & Miloslav Vošvrda - Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy (RePEc:fau:wpaper:wp093)
by Jan Kodera & Miroslav Vošvrda - Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents (RePEc:fau:wpaper:wp2006_10)
by Jan Kodera & Karel Sladký & Miloslav Vošvrda - Wavelet Applications to Heterogeneous Agents Model (RePEc:fau:wpaper:wp2006_21)
by Lukáš Vácha & Miloslav Vošvrda - Goodwin's Predator-Prey Model with Endogenous Technological Progress (RePEc:fau:wpaper:wp2007_09)
by Miloslav Vošvrda & Jan Kodera - Tail Behavior of the Central European Stock Markets during the Financial Crisis (RePEc:fau:wpaper:wp2010_04)
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda - A Small-Open-Economy Model and Endogenous Money Stock
[Model malé otevřené ekonomiky a endogenní peněžní nabídka] (RePEc:prg:jnlaop:v:2005:y:2005:i:1:id:125:p:27-34)
by Jan Kodera & Miloslav Vošvrda & Karel Sladký - Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model
[Výroba, kapitál a dynamika cen ve světle Kaldorova modelu] (RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:77:p:79-87)
by Jan Kodera & Miloslav Vošvrda - Heterogeneous agent model with memory and asset price behaviour (RePEc:prg:jnlpep:v:2003:y:2003:i:2:id:212)
by Miloslav Vošvrda & Lukáš Vácha - An Application of the Garch-t Model on Central European Stock Returns (RePEc:prg:jnlpep:v:2004:y:2004:i:1:id:229:p:26-39)
by Miloslav Vošvrda & Filip Žikeš - Dynamical Agents' Strategies and the Fractal Market Hypothesis (RePEc:prg:jnlpep:v:2005:y:2005:i:2:id:260:p:163-170)
by Lukáš Vácha & Miloslav S. Vošvrda - Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets (RePEc:prg:jnlpep:v:2006:y:2006:i:3:id:286:p:231-242)
by Miloslav Vošvrda - Wavelet Decomposition of the Financial Market (RePEc:prg:jnlpep:v:2007:y:2007:i:1:id:296:p:38-54)
by Lukáš Vácha & Miloslav Vošvrda - Smart Agents and Sentiment in the Heterogeneous Agent Model (RePEc:prg:jnlpep:v:2009:y:2009:i:3:id:350:p:209-219)
by Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda - Complex Price Dynamics in the Modified Kaldorian Model (RePEc:prg:jnlpep:v:2013:y:2013:i:3:id:457:p:358-384)
by Jan Kodera & Quang Van Tran & Miloslav Vošvrda - Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavřené ekonomiky
[Product, capital stock and price dynamics in a simple model of closed economy] (RePEc:prg:jnlpol:v:2006:y:2006:i:3:id:562)
by Jan Kodera & Miloslav Vošvrda - Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
[Stock market crashes modeling: stochastic cusp catastrophe application] (RePEc:prg:jnlpol:v:2008:y:2008:i:6:id:662:p:759-771)
by Miloslav Vošvrda & Jozef Baruník - Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
[Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy] (RePEc:prg:jnlpol:v:2012:y:2012:i:2:id:838:p:208-221)
by Ladislav Krištoufek & Miloslav Vošvrda - The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model (RePEc:sce:cplx03:16)
by Kodera Jan & Sladky Karel & Vosvrda Miloslav - Bifurcation Routes and Economic Stability (RePEc:sce:scecf1:132)
by Miloslav S. Vosvrda - Dynamics of a Small Open Economy (RePEc:sce:scecf3:140)
by Kodera J. & Vosvrda M. - Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy (RePEc:sce:scecf5:287)
by Kodera J. & Vosvrda M. - Nonlinear Dynamical Model of Economy with Embodied Technological Progress (RePEc:sce:scecfa:264)
by Jan Kodera & Miloslav Vosvrda - Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy (RePEc:spr:eurphb:v:87:y:2014:i:7:p:1-9:10.1140/epjb/e2014-50113-6)
by Ladislav Kristoufek & Miloslav Vosvrda - Smart predictors in the heterogeneous agent model (RePEc:spr:jeicoo:v:4:y:2009:i:2:p:163-172)
by Jozef Barunik & Lukas Vacha & Miloslav Vosvrda - Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy (RePEc:zbw:fmpwps:18)
by Kristoufek, Ladislav & Vosvrda, Miloslav - Herding, minority game, market clearing and efficient markets in a simple spin model framework (RePEc:zbw:fmpwps:68)
by Kristoufek, Ladislav & Vošvrda, Miloslav S.