- Stock Market Price Indices Modelling by a Small Scale Bayesian VAR: t…
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Stock Market Price Indices Modelling by a Small Scale Bayesian VAR: the Case of British FTSE and German DAX Index

  1. BIKÁR, Miloš - HODULA, Martin. Stock Market Price Indices Modelling by a Small Scale Bayesian VAR: the Case of British FTSE and German DAX Index. - Registrovaný: Scopus, Registrovaný: Web of Science. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie = journal for economic theory, economic policy, social and economic forecasting. - Bratislava : Ekonomický ústav SAV : Prognostický ústav SAV, 2016. ISSN 0013-3035, 2016, roč. 64, č. 8, s. 737-750. VEGA 1/0007/16, SP2016/125
    Ohlasy:
    [1] CHOVANCOVA, Bozena - DOROCAKOVA, Michaela - MALACKA, Viera. Changes in industrial structure of GDP and stock indices also with regard to the Industry 4.0. In BUSINESS AND ECONOMIC HORIZONS. 2018, vol. 14, no. 2, pp. 402-414. ISSN 1804-1205., Registrované v: WOS, SCOPUS
    [1] CHOVANCOVA, Bozena - SLOBODNIK, Patrik. THE IMPACT OF BREXIT ON COUNTRY RISK OF GREAT BRITAIN IN INVESTING AT STOCK MARKET. In MARKETING AND MANAGEMENT OF INNOVATIONS. ISSN 2218-4511, 2018, no. 2, pp. 23-30., Registrované v: WOS
    [1] SINGH, Amanjot. Bayesian Dynamic Interactions and Predictions: U.S., BRIC, and Frontier Equity Markets. In Journal of Wealth Management. 2018-03-01, 20, 4, pp. 96-109.ISSN 1534-7524., Registrované v: SCOPUS
    [1] CAPORALE, Guglielmo Maria - GIL-ALANA, Luis A. - POZA, Carlos. Persistence, non-linearities and structural breaks in European stock market indices. In Quarterly Review of Economics and Finance. ISSN 10629769, vol. 7, pp. 50-61., Registrované v: SCOPUS
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