Details about Miloslav Vošvrda

This author is deceased (2024-01-22).

Access statistics for papers by Miloslav Vošvrda.

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Short-id: pvo3

Working Papers

2016

1. Herding, minority game, market clearing and efficient markets in a simple spin model framework
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (1)

2015

2. Gold, currencies and market efficiency
   Papers, arXiv.org View citations (7)
   See also Journal Article Gold, currencies and market efficiency, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (19) (2016)

2014

3. Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (39)
   Also in Papers, arXiv.org (2014) View citations (30)
   See also Journal Article Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2014) View citations (39) (2014)

2013

4. Commodity futures and market efficiency
   Papers, arXiv.org View citations (5)
   See also Journal Article Commodity futures and market efficiency, Energy Economics, Elsevier (2014) View citations (70) (2014)

2012

5. Measuring capital market efficiency: Global and local correlations structure
   Papers, arXiv.org View citations (11)
   See also Journal Article Measuring capital market efficiency: Global and local correlations structure, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (83) (2013)

2010

6. Tail Behavior of the Central European Stock Markets during the Financial Crisis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
   See also Journal Article Tail Behavior of the Central European Stock Markets during the Financial Crisis, Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2010) (2010)

2007

7. Goodwin's Predator-Prey Model with Endogenous Technological Progress
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (4)

2006

8. Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
9. Nonlinear Dynamical Model of Economy with Embodied Technological Progress
   Computing in Economics and Finance 2006, Society for Computational Economics
10. Wavelet Applications to Heterogeneous Agents Model
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2005

11. Heterogeneous Agents Model with the Worst Out Algorithm
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    See also Journal Article Heterogeneous Agents Model with the Worst Out Algorithm, Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2007) (2007)
12. Production, Capital Stock and Price Dynamics in Simple Model of Closed Economy
    Computing in Economics and Finance 2005, Society for Computational Economics
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2005)

2003

13. Dynamics of a Small Open Economy
    Computing in Economics and Finance 2003, Society for Computational Economics

2001

14. Bifurcation Routes and Economic Stability
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)
15. On Economic Model of Cycles
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Undated

16. The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics

Journal Articles

2020

1. Významný příspěvek k problematice modelů DSGE
   Politická ekonomie, 2020, 2020, (2), 237-242

2019

2. Cryptocurrencies market efficiency ranking: Not so straightforward
   Physica A: Statistical Mechanics and its Applications, 2019, 531, (C) View citations (20)

2016

3. Gold, currencies and market efficiency
   Physica A: Statistical Mechanics and its Applications, 2016, 449, (C), 27-34 View citations (19)
   See also Working Paper Gold, currencies and market efficiency, Papers (2015) View citations (7) (2015)

2014

4. Commodity futures and market efficiency
   Energy Economics, 2014, 42, (C), 50-57 View citations (70)
   See also Working Paper Commodity futures and market efficiency, Papers (2013) View citations (5) (2013)
5. Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy
   The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (7), 1-9 View citations (39)
   See also Working Paper Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy, FinMaP-Working Papers (2014) View citations (39) (2014)

2013

6. Complex Price Dynamics in the Modified Kaldorian Model
   Prague Economic Papers, 2013, 2013, (3), 358-384 View citations (1)
7. Measuring capital market efficiency: Global and local correlations structure
   Physica A: Statistical Mechanics and its Applications, 2013, 392, (1), 184-193 View citations (83)
   See also Working Paper Measuring capital market efficiency: Global and local correlations structure, Papers (2012) View citations (11) (2012)

2012

8. Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie
   (Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy)
   Politická ekonomie, 2012, 2012, (2), 208-221 View citations (3)
9. How do skilled traders change the structure of the market
   International Review of Financial Analysis, 2012, 23, (C), 66-71 View citations (5)

2010

10. Editorial
    Czech Economic Review, 2010, 4, (3), 234-235
11. Tail Behavior of the Central European Stock Markets during the Financial Crisis
    Czech Economic Review, 2010, 4, (3), 281-294
    See also Working Paper Tail Behavior of the Central European Stock Markets during the Financial Crisis, Working Papers IES (2010) View citations (1) (2010)

2009

12. Can a stochastic cusp catastrophe model explain stock market crashes?
    Journal of Economic Dynamics and Control, 2009, 33, (10), 1824-1836 View citations (3)
13. Smart Agents and Sentiment in the Heterogeneous Agent Model
    Prague Economic Papers, 2009, 2009, (3), 209-219 View citations (2)
14. Smart predictors in the heterogeneous agent model
    Journal of Economic Interaction and Coordination, 2009, 4, (2), 163-172 View citations (8)

2008

15. Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
    (Stock market crashes modeling: stochastic cusp catastrophe application)
    Politická ekonomie, 2008, 2008, (6), 759-771

2007

16. Heterogeneous Agents Model with the Worst Out Algorithm
    Czech Economic Review, 2007, 1, (1), 54-66
    See also Working Paper Heterogeneous Agents Model with the Worst Out Algorithm, Working Papers IES (2005) (2005)
17. Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments
    Czech Economic Review, 2007, 1, (3), 302-311
18. Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model
    (Výroba, kapitál a dynamika cen ve světle Kaldorova modelu)
    Acta Oeconomica Pragensia, 2007, 2007, (4), 79-87
19. Wavelet Decomposition of the Financial Market
    Prague Economic Papers, 2007, 2007, (1), 38-54 View citations (2)

2006

20. Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets
    Prague Economic Papers, 2006, 2006, (3), 231-242 View citations (1)
21. Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavřené ekonomiky
    (Product, capital stock and price dynamics in a simple model of closed economy)
    Politická ekonomie, 2006, 2006, (3), 339-350

2005

22. A Small-Open-Economy Model and Endogenous Money Stock
    (Model malé otevřené ekonomiky a endogenní peněžní nabídka)
    Acta Oeconomica Pragensia, 2005, 2005, (1), 26-35 View citations (1)
23. Dynamical Agents' Strategies and the Fractal Market Hypothesis
    Prague Economic Papers, 2005, 2005, (2), 163-170 View citations (8)

2004

24. An Application of the Garch-t Model on Central European Stock Returns
    Prague Economic Papers, 2004, 2004, (1), 26-39 View citations (2)

2003

25. Heterogeneous agent model with memory and asset price behaviour
    Prague Economic Papers, 2003, 2003, (2), 155-168 View citations (5)

1988

26. Statistical data analysis by dialogue statistical systems
    Computational Statistics & Data Analysis, 1988, 6, (2), 113-117