. "Local scaling properties and market turning points at Prague Stock Exchange" . "RIV/00216208:11230/10:10005287" . "S, Z(MSM0021620841)" . . "Local scaling properties and market turning points at Prague Stock Exchange"@en . "11230" . "extreme events; Hurst exponent; local scaling"@en . "[06AA8A403472]" . "We apply a method of time-dependent Hurst exponent, proposed in the series of papers by Grech and Mazur [Physica A 336, 335 (2004)], Grech and Pamula [Physica A 387, 4299 (2008)] and Czarnecki, Grech and Pamula [Physica A 387, 6801 (2008)], on the stock market of the Czech Republic for a period between 1997 and 2009. Our results support the findings of the authors so that the time-dependent Hurst exponent can give some crucial information before a critical event happens on a market. We also discuss some potentially weak points of the method."@en . "We apply a method of time-dependent Hurst exponent, proposed in the series of papers by Grech and Mazur [Physica A 336, 335 (2004)], Grech and Pamula [Physica A 387, 4299 (2008)] and Czarnecki, Grech and Pamula [Physica A 387, 6801 (2008)], on the stock market of the Czech Republic for a period between 1997 and 2009. Our results support the findings of the authors so that the time-dependent Hurst exponent can give some crucial information before a critical event happens on a market. We also discuss some potentially weak points of the method." . . . . . . "Local scaling properties and market turning points at Prague Stock Exchange"@en . . "Prague" . . . . . "Vysok\u00E1 \u0161kola ekonomick\u00E1 v Praze. Nakladatelstv\u00ED Oeconomica" . "10"^^ . "Local scaling properties and market turning points at Prague Stock Exchange" . "1"^^ . . "268752" . "1"^^ . "978-80-245-1651-6" . . "2010-05-28+02:00"^^ . . "Kri\u0161toufek, Ladislav" . . . "RIV/00216208:11230/10:10005287!RIV11-MSM-11230___" . "Collection of papers 2010" . "Praha" .