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Miloslav Vosvrda
(Miloslav Vošvrda)

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Personal Details

First Name: Miloslav
Middle Name:
Last Name: Vosvrda
Suffix:

RePEc Short-ID: pvo3

Email:
Homepage: http://vosvrdaweb.utia.cas.cz
Postal Address: Institute of Information Theory Academy of Sciences of the Czech Republic Pod vodarenskou vezi 4 182 08 Prague 8
Phone: +42 02 66052400

Affiliation

(50%) 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)
(50%) Institut ekonomických studií
Univerzita Karlova v Praze
Location: Praha, Czech Republic
Homepage: http://ies.fsv.cuni.cz/
Email:
Phone: +420 2 222112330
Fax: +420 2 22112304
Postal: Opletalova 26, CZ-110 00 Prague
Handle: RePEc:edi:icunicz (more details at EDIRC)

Works

as in new window

Working papers

  1. Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy," Papers, arXiv.org 1307.3060, arXiv.org, revised May 2014.
  2. Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Commodity futures and market efficiency," Papers, arXiv.org 1309.1492, arXiv.org.
  3. Ladislav Kristoufek & Miloslav Vosvrda, 2012. "Measuring capital market efficiency: Global and local correlations structure," Papers, arXiv.org 1208.1298, arXiv.org.
  4. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
  5. Miloslav Vošvrda & Jan Kodera, 2007. "Goodwin's Predator-Prey Model with Endogenous Technological Progress," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2007/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
  6. Lukáš Vácha & Miloslav Vošvrda, 2006. "Wavelet Applications to Heterogeneous Agents Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2006/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
  7. Jan Kodera & Karel Sladký & Miloslav Vošvrda, 2006. "Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2006/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
  8. Jan Kodera & Miloslav Vosvrda, 2006. "Nonlinear Dynamical Model of Economy with Embodied Technological Progress," Computing in Economics and Finance 2006, Society for Computational Economics 264, Society for Computational Economics.
  9. Jan Kodera & Miroslav Vošvrda, 2005. "Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 93, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
  10. Lukáš Vácha & Miloslav Vošvrda, 2005. "Heterogeneous Agents Model with the Worst Out Algorithm," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 91, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
  11. Kodera J. & Vosvrda M., 2003. "Dynamics of a Small Open Economy," Computing in Economics and Finance 2003, Society for Computational Economics 140, Society for Computational Economics.
  12. Miloslav S. Vosvrda, 2001. "Bifurcation Routes and Economic Stability," Computing in Economics and Finance 2001, Society for Computational Economics 132, Society for Computational Economics.
  13. Miloslav S. Vosvrda, 2001. "On Economic Model of Cycles," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance PO3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  14. Kodera Jan & Sladky Karel & Vosvrda Miloslav, . "The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics 16, Society for Computational Economics.

Articles

  1. Kristoufek, Ladislav & Vosvrda, Miloslav, 2014. "Commodity futures and market efficiency," Energy Economics, Elsevier, Elsevier, vol. 42(C), pages 50-57.
  2. Kristoufek, Ladislav & Vosvrda, Miloslav, 2013. "Measuring capital market efficiency: Global and local correlations structure," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 392(1), pages 184-193.
  3. Jan Kodera & Quang Van Tran & Miloslav Vošvrda, 2013. "Complex Price Dynamics in the Modified Kaldorian Model," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2013(3), pages 358-384.
  4. Ladislav Krištoufek & Miloslav Vošvrda, 2012. "Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy," Politická ekonomie, University of Economics, Prague, University of Economics, Prague, vol. 2012(2), pages 208-221.
  5. Martin Šmíd & Miloslav Vošvrda, 2012. "Editorial to the Special Issue on Approximation of Stochastic Programming Problems," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 19(30).
  6. Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav, 2012. "How do skilled traders change the structure of the market," International Review of Financial Analysis, Elsevier, Elsevier, vol. 23(C), pages 66-71.
  7. Jiri Krtek & Miloslav Vošvrda, 2011. "Comparing Neural Networks and ARMA Models in Artificial Stock Market," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 18(28).
  8. Miloslav Vošvrda, 2010. "Editorial," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 234-235, November.
  9. Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 281-294, November.
  10. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009. "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer, Springer, vol. 4(2), pages 163-172, November.
  11. Barunik, J. & Vosvrda, M., 2009. "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(10), pages 1824-1836, October.
  12. Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda, 2009. "Smart Agents and Sentiment in the Heterogeneous Agent Model," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2009(3), pages 209-219.
  13. Lukas Vacha & Miloslav Vosvrda, 2008. "Wavelets and Sentiment in the Heterogeneous Agents Model," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
  14. Miloslav Vošvrda & Jozef Baruník, 2008. "Stock market crashes modeling: stochastic cusp catastrophe application," Politická ekonomie, University of Economics, Prague, University of Economics, Prague, vol. 2008(6), pages 759-771.
  15. Jan Kodera & Karel Sladký & Miloslav Vošvrda, 2007. "Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(3), pages 302-311, November.
  16. Miloslav Vošvrda & Lukáš Vácha, 2007. "Heterogeneous Agents Model with the Worst Out Algorithm," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 54-66, March.
  17. Jan Kodera & Miloslav Vošvrda, 2007. "Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model," Acta Oeconomica Pragensia, University of Economics, Prague, University of Economics, Prague, vol. 2007(4), pages 79-87.
  18. Jan Kodera & Karel Sladký & Miloslav Vošvrda, 2007. "Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 14(24).
  19. Lukáš Vácha & Miloslav Vošvrda, 2007. "Wavelet Decomposition of the Financial Market," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2007(1), pages 38-54.
  20. Jan Kodera & Miloslav Vošvrda, 2006. "Product, capital stock and price dynamics in a simple model of closed economy," Politická ekonomie, University of Economics, Prague, University of Economics, Prague, vol. 2006(3).
  21. Miloslav Vošvrda, 2006. "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2006(3), pages 231-242.
  22. Jan Kodera & Miloslav Vošvrda & Karel Sladký, 2005. "A Small-Open-Economy Model and Endogenous Money Stock," Acta Oeconomica Pragensia, University of Economics, Prague, University of Economics, Prague, vol. 2005(1), pages 27-34.
  23. Lukáš Vácha & Miloslav S. Vošvrda, 2005. "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2005(2), pages 163-170.
  24. Miloslav Vošvrda & Filip Žikeš, 2004. "An Application of the Garch-t Model on Central European Stock Returns," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2004(1), pages 26-39.
  25. Miloslav Vošvrda & Lukáš Vácha, 2003. "Heterogeneous agent model with memory and asset price behaviour," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2003(2).
  26. Miloslav Vošvrda & Lukáš Vácha, 2002. "Heterogeneous Agent Model And Numerical Analysis Of Learning," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 9(17).
  27. Miloslav Vošvrda, 2001. "Bifurcation Routes And Economic Stability," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 8(14).
  28. Miloslav Vošvrda, 1999. "Van Der Pol's Equation and an Economic Model of Cycles," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 6(10).
  29. Karel Sladký & Jan Kodera & Miloslav Vošvrda, 1999. "Sensitivity And Stability In Dynamical Economic Systems," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 6(9).
  30. Miloslav Vošvrda & Jan Filáček & Marek Kaplička, 1998. "The Efficient Market Hypothesis Testing on the Prague Stock Exchange," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 5(7).
  31. Miloslav Vošvrda, 1996. "Disequilibrium model applied to the Czech Economy," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 3(4).
  32. Karel Sladký & Miloslav Vošvrda, 1996. "The Speed Of Adjustment and Robust Stability of Macroeconomic Systems," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 3(5).
  33. Miloslav Vošvrda, 1995. "Markovian Model of Unemployment," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 2(3).
  34. Miloslav Vošvrda, 1995. "Diferenciální Rovnice a Ekonomické Aplikace," Bulletin of the Czech Econometric Society, The Czech Econometric Society, The Czech Econometric Society, vol. 2(2).
  35. Vosvrda, Miloslav S., 1988. "Statistical data analysis by dialogue statistical systems," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 6(2), pages 113-117, March.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2013-09-28
  2. NEP-CBA: Central Banking (2) 2006-12-09 2006-12-09
  3. NEP-CMP: Computational Economics (2) 2006-12-09 2006-12-09
  4. NEP-EEC: European Economics (1) 2010-04-11
  5. NEP-FMK: Financial Markets (1) 2013-07-15
  6. NEP-MAC: Macroeconomics (5) 2003-07-21 2005-11-19 2006-12-09 2006-12-09 2007-02-17. Author is listed
  7. NEP-RMG: Risk Management (1) 2010-04-11
  8. NEP-TRA: Transition Economics (1) 2010-04-11

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