Výsledky vyhľadávania
- 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.
článok
- BAUMÖHL, Eduard et al. Measuring Systemic Risk in the Global Banking Sector: A Cross-Quantilogramnetwork Approach. - Registrovaný: Scopus. In Economic Modelling. - Amsterdam : Elsevier Science. ISSN 0264-9993, 2022, vol. 109, pp. 1-11. (2022 - Current Contents).
článok
- DEEV, Oleg - LYÓCSA, Štefan - VÝROST, Tomáš. The Looming Crisis in the Chinese Stock Market? Left-Tail Exposure Analysis of Chinese Stocks to Evergrande. - Registrovaný: Scopus. In Finance Research Letters. - New York : Elsevier. ISSN 1544-6123, 2022, vol. 49, pp. [1-11]. (2022 - Current Contents). GA20-11769S.
článok
- LYÓCSA, Štefan - BAUMÖHL, Eduard - VÝROST, Tomáš. YOLO Trading: Riding With the Herd During the GameStop Episode. In EconStor. - Kiel, Hamburg : ZBW - Leibniz Information Centre for Economics, 2021, pp. 1-17 online. Czech Science Foundation 20-11769S.
článok
- LYÓCSA, Štefan - MOLNÁR, Peter - VÝROST, Tomáš. Stock Market Volatility Forecasting: Do We Need High-Frequency Data? - Registrovaný: Scopus. In International Journal of Forecasting. - Amsterdam : ELSEVIER. ISSN 0169-2070, 2021, vol. 37, no. 3, pp. 1092-1110 online. GACR 18-05829S.
článok
- LYÓCSA, Štefan - VÝROST, Tomáš - PLÍHAL, Tomáš. A Tale of Tails: New Evidence on the Growth-Return Nexus. - Registrovaný: Scopus. In Finance Research Letters. - New York : Elsevier. ISSN 1544-6123, 2021, vol. 38, pp. [1-12] online.
článok
- LYÓCSA, Štefan - PLÍHAL, Tomáš - VÝROST, Tomáš. FX Market Volatility Modelling: Can We Use Low-Frequency Data? - Registrovaný: Scopus. In Finance Research Letters. - New York : Elsevier. ISSN 1544-6123, 2021, vol. 40, pp. [1-16] online. (GACR) 18-05829S.
článok
- RABEH, Khalfaoui et al. Connectedness between Energy and Nonenergy Commodity Markets: Evidence from Quantile Coherency Networks. - Registrovaný: Scopus. In Resources Policy. - Oxford : Elsevier Science. ISSN 1873-7641, 2021, vol. 74, pp. 1-14 online. Czech Science Foundation 20-11769S.
článok
- LYÓCSA, Štefan - TODOROVA, Neda - VÝROST, Tomáš. Predicting Risk in Energy Markets: Low-frequency Data still Matter. - Registrovaný: Scopus. In Applied Energy. - Amsterdam : Elsevier Science Publishers B.V. ISSN 0306-2619, 2021, no. 282, pp. [1-17] online.
článok
- BAUMÖHL, Eduard et al. From Physical to Financial Contagion: the COVID-19 Pandemic and Increasing Systemic Risk Among Banks. In EconStor. - [Kiel] : ZBW – Leibniz Information Centre for Economics, 2020, pp. 1-10 [25,8 NS] online. GA20-11769S.
článok