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Martin Smid

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Personal Details

First Name: Martin
Middle Name:
Last Name: Smid
Suffix:

RePEc Short-ID: psm35

Email:
Homepage: http://www.klec.cz/martin
Postal Address:
Phone:

Affiliation

Ústav teorie informace a automatizace (ÚTIA)
Akademie věd České Republiky
Location: Praha, Czech Republic
Homepage: http://www.utia.cas.cz/
Email:
Phone: +420 2 66052400
Fax: +420 2 86890449
Postal: 182 08 Prague 8, Pod vodarenskou vezi 4
Handle: RePEc:edi:utacacz (more details at EDIRC)

Works

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Working papers

  1. Petr Gapko & Martin Šmíd, 2010. "Modeling a Distribution of Mortgage Credit Losses," Working Papers IES 2010/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.
  2. Martin Smid, 2005. "Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process," Econometrics 0503015, EconWPA, revised 22 Mar 2005.
  3. Martin Smid, 2005. "Forecasting in Continuous Double Auction," Econometrics 0508002, EconWPA, revised 31 Dec 2005.
  4. Martin Smid, 2004. "Stochastic Model of Thin Market with Divisible Commodity," GE, Growth, Math methods 0409006, EconWPA.
  5. Martin Smid, 2004. "Stochastic Model of Thin Market of nondivisible commodity," GE, Growth, Math methods 0406003, EconWPA, revised 28 Nov 2004.
  6. Martin Smid, 2004. "Normal Approximation of the Disrtibution of the Equilibrium Price in Markets with Random Demand and Supply," GE, Growth, Math methods 0411001, EconWPA.

Articles

  1. Martin Šmíd, 2008. "Price Tails in the Smith and Farmer's Model," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
  2. Martin Šmíd, 2007. "On Uselessness of Limit Orders," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 14(24).
  3. Martin Šmíd, 2007. "Are Limit Orders Rational?," Acta Oeconomica Pragensia, University of Economics, Prague, vol. 2007(4), pages 32-38.
  4. Martin Šmíd, 2005. "Stochastic model of thin market with an indivisible commodity," Acta Oeconomica Pragensia, University of Economics, Prague, vol. 2005(1), pages 94-100.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-10-09
  2. NEP-ECM: Econometrics (1) 2010-10-09
  3. NEP-FIN: Finance (3) 2004-07-04 2005-04-16 2005-08-13. Author is listed
  4. NEP-FOR: Forecasting (1) 2005-08-13
  5. NEP-MIC: Microeconomics (2) 2004-07-04 2004-12-12. Author is listed
  6. NEP-RMG: Risk Management (1) 2010-10-09

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