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Statements

Subject Item
n2:RIV%2F47813059%3A19520%2F12%3A%230001725%21RIV13-MSM-19520___
rdf:type
skos:Concept n3:Vysledek
dcterms: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.
dcterms:title
STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC
skos:prefLabel
STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC STOCK MARKET BUBBLES INVESTIGATION IN THE CZECH REPUBLIC
skos:notation
RIV/47813059:19520/12:#0001725!RIV13-MSM-19520___
n3:predkladatel
n4:orjk%3A19520
n5:aktivita
n13:I
n5:aktivity
I
n5:dodaniDat
n15:2013
n5:domaciTvurceVysledku
n19:9301623
n5:druhVysledku
n7:D
n5:duvernostUdaju
n16:S
n5:entitaPredkladatele
n21:predkladatel
n5:idSjednocenehoVysledku
171473
n5:idVysledku
RIV/47813059:19520/12:#0001725
n5:jazykVysledku
n12:eng
n5:klicovaSlova
Stock bubble, regime switching test, Hurst persistence test
n5:klicoveSlovo
n6:regime%20switching%20test n6:Stock%20bubble n6:Hurst%20persistence%20test
n5:kontrolniKodProRIV
[44B7476AA84C]
n5:mistoKonaniAkce
Brno
n5:mistoVydani
Brno
n5:nazevZdroje
EUROPEAN FINANCIAL SYSTEMS 2012
n5:obor
n10:AH
n5:pocetDomacichTvurcuVysledku
1
n5:pocetTvurcuVysledku
3
n5:rokUplatneniVysledku
n15:2012
n5:tvurceVysledku
Stavárek, Daniel Kajurova, Veronika Deev, Oleg
n5:typAkce
n18:EUR
n5:wos
000316422800006
n5:zahajeniAkce
2012-01-01+01:00
s:numberOfPages
6
n20:hasPublisher
Masarykova univerzita
n11:isbn
978-80-210-5940-5
n14:organizacniJednotka
19520