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Martin Smid

This is information that was supplied by Martin Smid in registering through RePEc. If you are Martin Smid, 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:Martin
Middle Name:
Last Name:Smid
RePEc Short-ID:psm35
Praha, Czech Republic

: +420 2 66052400
+420 2 86890449
182 08 Prague 8, Pod vodarenskou vezi 4
RePEc:edi:utacacz (more details at EDIRC)
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  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.
  1. Petr Gapko & Martin Smid, 2016. "Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 565-574, December.
  2. 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).
  3. Martin Šmíd, 2007. "Are Limit Orders Rational?," Acta Oeconomica Pragensia, University of Economics, Prague, vol. 2007(4), pages 32-38.
  4. Martin Šmíd, 2007. "On Uselessness of Limit Orders," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 14(24).
  5. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (3) 2004-07-04 2005-04-16 2005-08-13. Author is listed
  2. NEP-MIC: Microeconomics (2) 2004-07-04 2004-12-12. Author is listed
  3. NEP-BAN: Banking (1) 2010-10-09
  4. NEP-ECM: Econometrics (1) 2010-10-09
  5. NEP-FOR: Forecasting (1) 2005-08-13
  6. NEP-RMG: Risk Management (1) 2010-10-09

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