| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0352601 |
| utime |
20240103194439.2 |
| mtime |
20110104235959.9 |
| WOS |
000287979900051 |
| title
(primary) (eng) |
Application of isobars to stock market indices |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0346970 |
| ISBN |
978-80-7394-218-2 |
| title
|
Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010 |
| page_num |
296-301 |
| publisher |
| place |
České Budějovice |
| name |
University of South Bohemia |
| year |
2010 |
|
| editor |
|
| editor |
| name1 |
Friebelová |
| name2 |
J. |
|
|
| keyword |
isobars |
| keyword |
efficient market hypothesis |
| keyword |
nonparametric regression |
| keyword |
extreme value theory |
| author
(primary) |
| ARLID |
cav_un_auth*0267448 |
| name1 |
Ivanková |
| name2 |
Kristýna |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GD402/09/H045 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253998 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0265736 |
| name |
Mathematical Methods in Economics |
| place |
Ceske Budejovice |
| dates |
08.09.2010-10.09.2010 |
| country |
CZ |
|
| reportyear |
2011 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0192076 |
| arlyear |
2010 |
| mrcbU34 |
000287979900051 WOS |
| mrcbU63 |
cav_un_epca*0346970 Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010 978-80-7394-218-2 296 301 České Budějovice University of South Bohemia 2010 |
| mrcbU67 |
Houda M. 340 |
| mrcbU67 |
Friebelová J. 340 |
|