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  1. BILKA, Matúš. Stock Performance During Covid-19 Pandemic by Sector: Conditional Value at Risk Approach. In EDAMBA 2021. International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. EDAMBA 2021 : International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. - Bratislava : Vydavateľstvo EKONÓM, 2022. ISBN 978-80-225-4930-1, pp. 43-51 online. APVV-18-0425.
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  2. CHOCHOLATÁ, Michaela. Analysis of Stock Returns with Respect to Covid-19 Pandemic and War in Ukraine. In Quantitative Methods in Economics: Multiple Criteria Decision Making XXI. International Scientific Conference. Quantitative Methods in Economics: Multiple Criteria Decision Making XXI : Proceedings of the International Scientific Conference: 25th May - 27th May 2022, Púchov, Slovakia. - Bratislava : Letra Edu, 2022. ISBN 978-80-89962-93-8, pp. 82-88 online.
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  3. CHOVANCOVÁ, Božena - MATUŠOVIČ, Denis - GACHOVÁ, Katarína. Changes in the Sectoral Structures of the Economy and the Stock Market and the Impact of the Covid-19 Pandemic on Accelerating These Processes. In Ekonomické rozhľady : vedecký časopis Ekonomickej univerzity v Bratislave. - Bratislava : Ekonomická univerzita v Bratislave, 2022. ISSN 0323-262X, 2022, roč. 51, č. 3, s. 278-296 online. VEGA 1/0221/21, APVV-20-0359. APVV-20-0359, APVV, Covid-19 pandémia, makroekonomický vývoj, potravinová bezpečnosť a blahobyt domácností.
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  4. PEKÁR, Juraj - PČOLÁR, Mário. Empirical Distribution of Daily Stock Returns of Selected Developing and Emerging Markets with Application to Financial Risk Management. - Registrovaný: Web of Science, Registrovaný: Scopus. In Central European Journal of Operations Research. - Heidelberg : Springer. ISSN 1435-246X, 2022, vol. 30, no. 2, pp. 699-731 online. VEGA 1/0339/20.
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  5. CHOCHOLATÁ, Michaela. Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach. - Registrovaný: Web of Science, Registrovaný: Scopus. In Journal of Business Economics and Management. - Vilnius : Vilnius Gediminas Technical University. ISSN 1611-1699, 2022, vol. 23, no. 4, pp. 876–894 online. VEGA 1/0193/20.
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  6. PLASTUN, Alex et al. Forecasting the Net Investment Position Based on Conventional and ESG Stock Market Indices: The Case of Ukraine and Austria. - Registrovaný: Scopus. In Investment Management and Financial Innovations. - Sumy : LLC "Consulting Publishing Company "Business Perspectives", 2022. ISSN 1810-4967, 2022, vol. 19, no. 3, s. 60-71. 0122U002659.
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  7. PEKÁR, Juraj - BREZINA, Ivan - REIFF, Marian. Identification of Investment Strategies for Portfolio Selection Utilizing the Markov Switching Model and Optimization Model of Portfolio Selection with Conditional Value-at-Risk. - Registrovaný: Web of Science. In Mathematical Methods in Economics 2022. International Conference. 40th International Conference on Mathematical Methods in Economics (MME 2022) : Proceedings, 7 - 9 September 2020 Jihlava, Czech Republic. - Jihlava : College of Polytechnics Jihlava, 2022. ISBN 978-80-88064-62-6, pp. 262-267 online. VEGA 1/0339/20.
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  8. LYÓCSA, Štefan - BAUMÖHL, Eduard - VÝROST, Tomáš. YOLO Trading: Riding with the Herd during the GameStop Episode. - Registrovaný: Scopus. In Finance Research Letters. - New York : Elsevier. ISSN 1544-6123, 2022, vol. 46, pp. 1-9 online. (2022 - Current Contents). No. 20-11769S.
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  9. REIFF, Marian. Vplyv pandémie COVID-19 na akciový index SDAX. In Využitie kvantitatívnych metód vo vedeckovýskumnej činnosti a v praxi XIV. seminár. Využitie kvantitatívnych metód vo vedeckovýskumnej činnosti a v praxi XIV : zborník zo seminára. - Bratislava : Vydavateľstvo EKONÓM, 2021. ISBN 978-80-225-4831-1, s. 96-100 online. VEGA 1/0339/20.
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  10. CHOCHOLATÁ, Michaela. Modelling of PX Stock Returns during Calm and Crisis Periods: A Markov Switching Approach. In MME 2021. International Conference on Mathematical Methods in Economics. 39th International Conference on Mathematical Methods in Economics (MME 2021) : Conference Proceedings. - Praha : Czech University of Life Sciences Prague, 2021. ISBN 978-80-213-3126-6, pp. 208-213 online. VEGA 1/0193/20, VEGA 1/0211/21.
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