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Bibliography

Jozef Baruník


    Journal articles

    1. Baruník Jozef, Vošvrda Miloslav: Can a stochastic cusp catastrophe model explain stock market crashes? , Journal of Economic Dynamics & Control vol.33, 10 (2009), p. 1824-1836 (2009)
    2. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav: Smart Agents and Sentiment in the Heterogeneous Agent Model , Prague Economic Papers vol.18, 3 (2009), p. 209-219 (2009) Download
    3. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav: Smart predictors in the heterogeneous agent model , Journal of Economic Interaction and Coordination vol.4, 2 (2009), p. 163-172 (2009)
    4. Baruník Jozef, Vácha Lukáš: Wavelet Analysis of Central European Stock Market Behaviour During the Crisis , IES Working Papers vol.2009, 23 (2009), p. 1-14 (2009)
    5. Baruník Jozef: How Do Neural Networks Enhance the Predictability of Central European Stock Returns? , Finance a úvěr-Czech Journal of Economics and Finance vol.58, p. 359-376 (2008) Download
    6. Vošvrda Miloslav, Baruník Jozef: Modelování Krachů na kapitálových trzích: Aplikace teorie stochastických katastrof , Politická ekonomie vol.2008, 6 (2008), p. 759-771 (2008) Download

    Other publications

    1. Baruník Jozef, Baruníková M.: Neural Networks as Semiparametric Option Pricing Tool, ÚTIA AV ČR, (Praha 2009) Research Report 2266 (2009)
    2. Baruník Jozef, Kristoufek Ladislav: On Hurst exponent estimation under heavy-tailed distributions, ÚTIA AV ČR, (Praha 2009) Research Report 2267 (2009)
    3. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav: Power Law Behavior of the Central European Stock Markets During the Financial Crisis, ÚTIA AV ČR, (Praha 2009) Research Report 2268 (2009)
    4. Vácha Lukáš, Baruník Jozef: What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis? , Proceedings of 27th International Conference Mathematical Methods in Economics 2009 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) (2009) Download
    5. Baruník Jozef, Vošvrda Miloslav: Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes , Quantitative Methods in Economics: Multiple Criteria Decision making XIV , Eds: Reiff Sladký, Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV, (Tatranská Lomnica, SK, 05.07.2008-07.07.2008) (2008)
    6. Baruník Jozef, Vošvrda Miloslav: Cusp Catastrophe Theory: Application to U.S. Stock , Proceedings of 26th International Conference Mathematical Methods in Economics 2008 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) (2008) Download
    7. Baruník Jozef, Vácha Lukáš: Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting , Proceedings of 26th International Conference Mathematical Methods in Economics 2008 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) (2008) Download
    8. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav: Sentiment Patterns in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2224 (2008)
    9. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav: Smart Predictors in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2222 (2008)
    10. Baruník Jozef, Vošvrda Miloslav: Stochastic Cusp Catastrophe Application to Stock Market Crashes Modeling, ÚTIA AV ČR, (Praha 2008) Research Report 2223 (2008)
    11. Vácha Lukáš, Baruník Jozef: Wavelet Neural Networks Prediction of Central European Stock Markets , Quantitative Methods in Economics: Multiple Criteria Decision making XIV , Eds: Reiff Sladký, Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV, (Tatranská Lomnica, SK, 05.07.2008-07.07.2008) (2008)
    12. Vácha Lukáš, Baruník Jozef: Wavelet Neural Networks Prediction of Central European Stock Markets, ÚTIA AV ČR, (Praha 2008) Research Report 2225 (2008)
    Odpovědnost za obsah: admin
    Poslední změny: 03.09.2008
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