Bulletin of the Czech Econometric Society

The Czech Econometric Society

ABDC C

Recent paperssorted by most recent

Paper	Year	Citations
Recovery Rates in Consumer Lending: Empirical Evidence and the Model Comparison Samuel Prívara et al.	2014	1 citations
Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study Jan Ámos Vı́šek	2014	1 citations
Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic Josef Stráský & Jaromír Baxa	2014	0 citations
Technological Variations in the AK Model Petr Duczynski	2014	0 citations
Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation Jan Ámos Vı́šek	2014	0 citations
The least weighted squares with constraints and under heteroscedasticity Jan Ámos Vı́šek	2013	4 citations
Ways and means with scenarios Jitka Dupačová	2013	1 citations
Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Sample Vlasta Kaňková	2012	4 citations
Behaviour and convergence of Wasserstein metric in the framework of stable distributions Vadym Omelchenko	2012	2 citations
Notes on asymptotic properties of approximated stochastic programs Jitka Dupačová	2012	1 citations
The Extreme Value Theory and Copulas as a Tool to Measure Market Risk Krenar Avdulaj	2012	0 citations
Editorial to the Special Issue on Approximation of Stochastic Programming Problems Martin Šmíd & Miloslav Vošvrda	2012	0 citations
A Comparison of EVT and Standard VaR Estimations Jaroslav Baran & Jiří Witzany	2011	3 citations
Neural Networks as Semiparametric Option Pricing Tool Michaela Barunikova & Jozef Baruník	2011	2 citations
The Solow-Swan model generalization with non-constant laborgrowth rate Lenka Přibylová	2011	2 citations
A Two Factor Model for PD and LGD Correlation Jiří Witzany	2011	2 citations
Definition of Default and Quality of Scoring Functions Jiří Witzany	2011	1 citations
Comparing Neural Networks and ARMA Models in Artificial Stock Market Jiri Krtek & Miloslav Vošvrda	2011	0 citations
Estimating Stochastic Cusp Model Using Transition Density Jan Voříšek	2011	0 citations
Investigating structural differences of the Czech economy: Does asymmetry of shocks matter? Pavel Herber & Daniel Němec	2010	1 citations

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