Modelling of Liquidity within Industrial Sector in the Czehc Republic
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86092063" target="_blank" >RIV/61989100:27510/14:86092063 - isvavai.cz</a>
Result on the web
<a href="http://www.ekf.vsb.cz/export/sites/ekf/rmfr/cs/sbornik/Sbornik_parts/Sbornik_I.dil.pdf" target="_blank" >http://www.ekf.vsb.cz/export/sites/ekf/rmfr/cs/sbornik/Sbornik_parts/Sbornik_I.dil.pdf</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
čeština
Original language name
Analýza a predikce likvidity zpracovatelksého průmyslu v České republice
Original language description
The paper is devoted to the liquidity modelling within industrial sector in the Czech Republic. The main goal of the paper is to analyse the historical evolution of the liquidity in the industrial sector and to predict one-year probability distribution of the liquidity, based on the identification of the key risk factors. Non-Gaussian attributes of the relevant items are taken into account. In the paper, authors propose the new unused pyramidal decomposition of the liquidity ration based on the indirectmethod of calculation of the change in current assets. As the result, basic characteristics of the forecasted probability distribution of the liquidity within industrial sector in the Czech Republic for year 2014 are given.
Czech name
Analýza a predikce likvidity zpracovatelksého průmyslu v České republice
Czech description
The paper is devoted to the liquidity modelling within industrial sector in the Czech Republic. The main goal of the paper is to analyse the historical evolution of the liquidity in the industrial sector and to predict one-year probability distribution of the liquidity, based on the identification of the key risk factors. Non-Gaussian attributes of the relevant items are taken into account. In the paper, authors propose the new unused pyramidal decomposition of the liquidity ration based on the indirectmethod of calculation of the change in current assets. As the result, basic characteristics of the forecasted probability distribution of the liquidity within industrial sector in the Czech Republic for year 2014 are given.
Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Managing and Modeling of Financial Risks : 7th international scientific conference : proceedings : 8th-9th September 2014, Ostrava, Czech Republic. [Part I-III]
ISBN
978-80-248-3631-7
ISSN
—
e-ISSN
—
Number of pages
13
Pages from-to
234-247
Publisher name
VŠB-Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 8, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
—