<?xml version="1.0" encoding="utf-8"?>
<?xml-stylesheet type="text/xsl" href="style/detail_T.xsl"?>
<bibitem type="J">   <ARLID>0349713</ARLID> <utime>20240103194131.6</utime><mtime>20101119235959.9</mtime>         <title language="eng" primary="1">Tail Behavior of the Central European Stock Markets during the Financial Crisis</title>  <specification> <page_count>14 s.</page_count> </specification>   <serial><ARLID>cav_un_epca*0082431</ARLID><ISSN>1802-4696</ISSN><title>AUCO Czech Economic Review</title><part_num/><part_title>Acta Universitatis Carolinae - OECONOMICA</part_title><volume_id>4</volume_id><volume>3 (2010)</volume><page_num>282-294</page_num></serial>    <keyword>Financial crisis</keyword>   <keyword>tail behavior</keyword>   <keyword>stock markets</keyword>   <keyword>stable probability distribution</keyword>    <author primary="1"> <ARLID>cav_un_auth*0242028</ARLID> <name1>Baruník</name1> <name2>Jozef</name2> <full_dept language="cz">Ekonometrie</full_dept> <full_dept language="eng">Department of Econometrics</full_dept> <department language="cz">E</department> <department language="eng">E</department> <institution>UTIA-B</institution> <full_dept>Department of Econometrics</full_dept>  <fullinstit>Ústav teorie informace a automatizace AV ČR, v. v. i.</fullinstit> </author> <author primary="0"> <ARLID>cav_un_auth*0101217</ARLID> <name1>Vácha</name1> <name2>Lukáš</name2> <full_dept language="cz">Ekonometrie</full_dept> <full_dept>Department of Econometrics</full_dept> <department language="cz">E</department> <department>E</department> <institution>UTIA-B</institution> <full_dept>Department of Econometrics</full_dept>  <fullinstit>Ústav teorie informace a automatizace AV ČR, v. v. i.</fullinstit> </author> <author primary="0"> <ARLID>cav_un_auth*0101230</ARLID> <name1>Vošvrda</name1> <name2>Miloslav</name2> <full_dept language="cz">Ekonometrie</full_dept> <full_dept>Department of Econometrics</full_dept> <department language="cz">E</department> <department>E</department> <institution>UTIA-B</institution> <full_dept>Department of Econometrics</full_dept>  <fullinstit>Ústav teorie informace a automatizace AV ČR, v. v. i.</fullinstit> </author>   <source> <url>http://library.utia.cas.cz/separaty/2010/E/barunik-0349713.pdf</url> </source>        <cas_special> <project> <project_id>GA402/09/0965</project_id> <agency>GA ČR</agency> <ARLID>cav_un_auth*0253176</ARLID> </project> <project> <project_id>0021620840</project_id> <agency>GA MŠk</agency> <country>CZ</country> <ARLID>cav_un_auth*0265750</ARLID> </project> <project> <project_id>GD402/09/H045</project_id> <agency>GA ČR</agency> <ARLID>cav_un_auth*0253998</ARLID> </project> <project> <project_id>GP402/08/P207</project_id> <agency>GA ČR</agency> <ARLID>cav_un_auth*0241655</ARLID> </project> <research> <research_id>CEZ:AV0Z10750506</research_id> </research>  <abstract language="eng" primary="1">In the paper we research statistical properties of the Central European stock markets</abstract>     <reportyear>2011</reportyear>  <RIV>AH</RIV>      <permalink>http://hdl.handle.net/11104/0189875</permalink>         <arlyear>2010</arlyear>       <unknown tag="mrcbU63"> cav_un_epca*0082431 AUCO Czech Economic Review Acta Universitatis Carolinae - OECONOMICA 1802-4696 Roč. 4 č. 3 2010 282 294 </unknown> </cas_special> </bibitem>