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Stock Markets in Poland and Czech Republic
The comparison of the returns and risks of the stock markets in the Czech Republic, Poland and EMU-countries has confirmed that correlation coefficients of stock positive but low. The correlation between the Czech ...
AH - Ekonomie
- 2005 •
- C
Rok uplatnění
C - Kapitola v odborné knize
International Stock Market Comovements: What Happened during the Financial Crisis?
to all countries. The U.S. stock market is found to be the most correlated with the stock markets in Brazil, Canada and UK. The correlation of U.S. and Chinese stockWe investigate the stock marke...
AH - Ekonomie
- 2012 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Applications of Physics in Finance
Basic themes of document: Logarithmic oscillations; stock prices; correlation dimension; Hurst exponent...
BB - Aplikovaná statistika, operační výzkum
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
Correlation of European and U.S. Technology and Financial Stocks during COVID-19 Pandemic
correlation for the selected sectors and stocks for both regions, indicating potentiallyIn 2022 stock markets around the world lost some of their value, led by high monetary policy during the COVID-19 pandemic is one key f...
Economics and Business
- 2023 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
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Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data from 2001 to 2011, we find that the correlations among <...
AH - Ekonomie
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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European Stock Market Returns
Stock markets in transition countries have become increasingly interconnected. The daily returns correlation coefficients are generally positive but too low. From a point of view of the international portfolio investment a low c...
AH - Ekonomie
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Chaotic Phenomena at Czech Capital Market
Main topics of the document: Log-periodic oscillations; stock prices; correlation dimension; Hurst exponent...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Analysis of czech financial time series
Basic themes of document: stock returns; exchange rate; Volatility; GARCH models; dynamic correlation...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Analysis of czech financial time series
Basic themes of document: stock returns; exchange rate; Volatility; GARCH models; dynamic correlation...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Time-varying synchronization of European stock markets
stock markets. When applying a Dynamic Conditional Correlation GARCH model to 5- min tickintraday stock price data (2003?2006), we find a strong correlation between the German and French markets and also between t...
AH - Ekonomie
- 2011 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
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