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Tomas Výrost
(Tomáš Výrost)

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This is information that was supplied by Tomas Výrost in registering through RePEc. If you are Tomas Výrost , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Tomas
Middle Name:
Last Name: Výrost
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RePEc Short-ID: pvr18

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Affiliation

Podnikovohospodárska fakulta
Ekonomická Univerzita v Bratislave
Location: Košice, Slovakia
Homepage: http://www.euke.sk/
Email:
Phone: +421 7 67291 111
Fax: 00421 95 6230620
Postal: Tajovskeho 11 040 01 Košice
Handle: RePEc:edi:eukeesk (more details at EDIRC)

Works

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Working papers

  1. Výrost, Tomáš, 2012. "Country effects in CEE3 stock market networks: a preliminary study," MPRA Paper 43481, University Library of Munich, Germany.
  2. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2012. "Stock returns and real activity: the dynamic conditional lagged correlation approach," MPRA Paper 43307, University Library of Munich, Germany.
  3. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
  4. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
  5. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "The instability of the correlation structure of the S&P 500," MPRA Paper 34160, University Library of Munich, Germany.
  6. Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011. "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper 27927, University Library of Munich, Germany.
  7. Baumöhl, Eduard & Výrost, Tomáš & Lyócsa, Štefan, 2011. "Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework," MPRA Paper 30334, University Library of Munich, Germany.
  8. Štefan Lyócsa & Svatopluk Svoboda & Tomáš Výrost, 2010. "Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence," Working Papers IES 2010/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2010.
  9. Výrost, Tomáš & Baumöhl, Eduard, 2009. "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper 27909, University Library of Munich, Germany.

Articles

  1. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Stock market networks: The dynamic conditional correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4147-4158.
  2. Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011. "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 530-544, December.
  3. Stefan Lyocsa & Eduard Baumohl & Tomas Vyrost, 2011. "The Stock Markets and Real Economic Activity," Eastern European Economics, M.E. Sharpe, Inc., vol. 49(4), pages 6-23, July.
  4. E. Baumohl & S. Lyocsa & T. Vyrost, 2011. "Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(12), pages 1103-1109.
  5. Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost, 2010. "Stock Market Integration: DCC MV-GARCH Model," Politická ekonomie, University of Economics, Prague, vol. 2010(4), pages 488-503.
  6. Eduard Baumöhl & Tomáš Výrost, 2010. "Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(5), pages 414-425, December.
  7. Vladimír Gazda & Karel Koøený & Tomáš Výrost, 2004. "Defection of Traditional Standard Deviation Scaling of Capital Asset Returns," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(7-8), pages 325-334, July.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  2. NEP-COM: Industrial Competition (1) 2010-09-11
  3. NEP-ECM: Econometrics (1) 2011-03-26
  4. NEP-EEC: European Economics (1) 2011-04-30
  5. NEP-ETS: Econometric Time Series (3) 2011-01-16 2011-01-16 2011-10-22. Author is listed
  6. NEP-FMK: Financial Markets (1) 2011-10-22
  7. NEP-MST: Market Microstructure (1) 2011-01-16
  8. NEP-NET: Network Economics (1) 2013-01-12
  9. NEP-TRA: Transition Economics (2) 2011-01-16 2013-01-12

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