About: STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC     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
  • In this paper, we employ a special methodological technique to examine the presence/absence of the phenomenon of stock market bubbles in the Czech Republic. The methodology is based on the examining of residuals of VAR fundamentals with exclusion of ARCH effects. The presence/absence of bubbles is studied by Hurst persistence tests and regime switching tests. Although we observed the bubbles presence over various time periods, almost no evidence of speculative bubbles was found in the Czech stock market.
  • In this paper, we employ a special methodological technique to examine the presence/absence of the phenomenon of stock market bubbles in the Czech Republic. The methodology is based on the examining of residuals of VAR fundamentals with exclusion of ARCH effects. The presence/absence of bubbles is studied by Hurst persistence tests and regime switching tests. Although we observed the bubbles presence over various time periods, almost no evidence of speculative bubbles was found in the Czech stock market. (en)
Title
  • STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC
  • STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC (en)
skos:prefLabel
  • STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC
  • STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC (en)
skos:notation
  • RIV/47813059:19520/12:#0001725!RIV13-MSM-19520___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I
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
  • 171473
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19520/12:#0001725
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Stock bubble, regime switching test, Hurst persistence test (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [44B7476AA84C]
http://linked.open...v/mistoKonaniAkce
  • Brno
http://linked.open...i/riv/mistoVydani
  • Brno
http://linked.open...i/riv/nazevZdroje
  • EUROPEAN FINANCIAL SYSTEMS 2012
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Stavárek, Daniel
  • Deev, Oleg
  • Kajurova, Veronika
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000316422800006
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Masarykova univerzita
https://schema.org/isbn
  • 978-80-210-5940-5
http://localhost/t...ganizacniJednotka
  • 19520
is http://linked.open...avai/riv/vysledek of
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, 47 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software