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Application of isobars to stock market indices

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F10%3A10051965" target="_blank" >RIV/00216208:11230/10:10051965 - isvavai.cz</a>

  • Alternative codes found

    RIV/67985556:_____/10:00352601

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Application of isobars to stock market indices

  • Original language description

    Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GD402%2F09%2FH045" target="_blank" >GD402/09/H045: Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models.</a><br>

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 28th International Conference Mathematical Methods in Economics 2010, Part I

  • ISBN

    978-80-7394-218-2

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Jihočeská univerzita, Ekonomická fakulta

  • Place of publication

    České Budějovice

  • Event location

    České Budějovice

  • Event date

    Sep 8, 2010

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article