About: Empirical analysis of persistence and dependence patterns among the capital markets     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • Tento článek zkoumá závislostní struktury na vybraných kapitálových trzích. Za prve je odvozena a použita k odhadování neparametrická jednorozměrná míra perzistence týkající se eficience kapitálových trhů. Za druhé je článek zaměřen na výpočet neparametrické mnoharozměrné míry perzistence indikující schopnost cenových mechanismů udržet eficienci kapitálových trhů při existence interakce šoků. (cs)
  • This paper investigate dependence structures on selected world stock markets. Firstly, a non-parametric univariate maesure of a persistence concerning capital markets efficiency is derived and computed. Secondly, we focus on computing of a non-parametric mutivariate measure of the persistence indicating an ability of the price mechanisms to hold capital market efficiency under the interactions of shocks.
  • This paper investigate dependence structures on selected world stock markets. Firstly, a non-parametric univariate maesure of a persistence concerning capital markets efficiency is derived and computed. Secondly, we focus on computing of a non-parametric mutivariate measure of the persistence indicating an ability of the price mechanisms to hold capital market efficiency under the interactions of shocks. (en)
Title
  • Empirical analysis of persistence and dependence patterns among the capital markets
  • Empirical analysis of persistence and dependence patterns among the capital markets (en)
  • Empirická analýza perzistence a závislostí mezi kapitálovými trhy (cs)
skos:prefLabel
  • Empirical analysis of persistence and dependence patterns among the capital markets
  • Empirical analysis of persistence and dependence patterns among the capital markets (en)
  • Empirická analýza perzistence a závislostí mezi kapitálovými trhy (cs)
skos:notation
  • RIV/67985556:_____/06:00040547!RIV07-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 231;243
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/05/0115), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 474053
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/06:00040547
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • dependence structure; non-parametric univariate; multivariate measures of the shock persistence (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [21F5AE19437C]
http://linked.open...i/riv/nazevZdroje
  • Prague Economic Papers
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 15
http://linked.open...iv/tvurceVysledku
  • Vošvrda, Miloslav
http://linked.open...n/vavai/riv/zamer
issn
  • 1210-0455
number of pages
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software