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Details about Miloslav Vošvrda

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

Access statistics for papers by Miloslav Vošvrda.

Last updated 2024-04-27. Update your information in the RePEc Author Service.

Short-id: pvo3


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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 Downloads View citations (1)

2015

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

2014

  1. Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy
    Papers, arXiv.org Downloads View citations (27)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads View citations (36)

    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) Downloads View citations (36) (2014)

2013

  1. Commodity futures and market efficiency
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Commodity futures and market efficiency, Energy Economics, Elsevier (2014) Downloads View citations (68) (2014)

2012

  1. Measuring capital market efficiency: Global and local correlations structure
    Papers, arXiv.org Downloads 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) Downloads View citations (77) (2013)

2010

  1. 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 Downloads 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) Downloads (2010)

2007

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

2006

  1. 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 Downloads
  2. Nonlinear Dynamical Model of Economy with Embodied Technological Progress
    Computing in Economics and Finance 2006, Society for Computational Economics
  3. Wavelet Applications to Heterogeneous Agents Model
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

2005

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

2003

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

2001

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

Undated

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

Journal Articles

2020

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

2019

  1. Cryptocurrencies market efficiency ranking: Not so straightforward
    Physica A: Statistical Mechanics and its Applications, 2019, 531, (C) Downloads View citations (19)

2016

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

2014

  1. Commodity futures and market efficiency
    Energy Economics, 2014, 42, (C), 50-57 Downloads View citations (68)
    See also Working Paper Commodity futures and market efficiency, Papers (2013) Downloads View citations (5) (2013)
  2. 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 Downloads View citations (36)
    See also Working Paper Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy, Papers (2014) Downloads View citations (27) (2014)

2013

  1. Complex Price Dynamics in the Modified Kaldorian Model
    Prague Economic Papers, 2013, 2013, (3), 358-384 Downloads View citations (1)
  2. Measuring capital market efficiency: Global and local correlations structure
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (1), 184-193 Downloads View citations (77)
    See also Working Paper Measuring capital market efficiency: Global and local correlations structure, Papers (2012) Downloads View citations (11) (2012)

2012

  1. 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 Downloads View citations (3)
  2. How do skilled traders change the structure of the market
    International Review of Financial Analysis, 2012, 23, (C), 66-71 Downloads View citations (5)

2010

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

2009

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

2008

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

2007

  1. Heterogeneous Agents Model with the Worst Out Algorithm
    Czech Economic Review, 2007, 1, (1), 54-66 Downloads
    See also Working Paper Heterogeneous Agents Model with the Worst Out Algorithm, Working Papers IES (2005) Downloads (2005)
  2. Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments
    Czech Economic Review, 2007, 1, (3), 302-311 Downloads
  3. 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 Downloads
  4. Wavelet Decomposition of the Financial Market
    Prague Economic Papers, 2007, 2007, (1), 38-54 Downloads View citations (2)

2006

  1. Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets
    Prague Economic Papers, 2006, 2006, (3), 231-242 Downloads View citations (1)
  2. 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 Downloads

2005

  1. 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 Downloads View citations (1)
  2. Dynamical Agents' Strategies and the Fractal Market Hypothesis
    Prague Economic Papers, 2005, 2005, (2), 163-170 Downloads View citations (8)

2004

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

2003

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

1988

  1. Statistical data analysis by dialogue statistical systems
    Computational Statistics & Data Analysis, 1988, 6, (2), 113-117 Downloads
 
Page updated 2024-05-18