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Miloslav Vošvrda
(Miloslav Vosvrda)

(deceased)

Personal Details

This person is deceased (Date: 22 Jan 2024)
First Name:Miloslav
Middle Name:
Last Name:Vosvrda
Suffix:
RePEc Short-ID:pvo3
Institute of Information Theory Academy of Sciences of the Czech Republic Pod vodarenskou vezi 4 182 08 Prague 8
+42 02 66052400

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  2. Ladislav Kristoufek & Miloslav Vosvrda, 2015. "Gold, currencies and market efficiency," Papers 1510.08615, arXiv.org.
  3. Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Commodity futures and market efficiency," Papers 1309.1492, arXiv.org.
  4. Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy," Papers 1307.3060, arXiv.org, revised May 2014.
  5. Ladislav Kristoufek & Miloslav Vosvrda, 2012. "Measuring capital market efficiency: Global and local correlations structure," Papers 1208.1298, arXiv.org.
  6. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010. "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES 2010/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2010.
  7. Miloslav Vošvrda & Jan Kodera, 2007. "Goodwin's Predator-Prey Model with Endogenous Technological Progress," Working Papers IES 2007/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
  8. Lukáš Vácha & Miloslav Vošvrda, 2006. "Wavelet Applications to Heterogeneous Agents Model," Working Papers IES 2006/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
  9. Jan Kodera & Karel Sladký & Miloslav Vošvrda, 2006. "Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents," Working Papers IES 2006/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
  10. Jan Kodera & Miloslav Vosvrda, 2006. "Nonlinear Dynamical Model of Economy with Embodied Technological Progress," Computing in Economics and Finance 2006 264, Society for Computational Economics.
  11. Lukáš Vácha & Miloslav Vošvrda, 2005. "Heterogeneous Agents Model with the Worst Out Algorithm," Working Papers IES 91, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
  12. Jan Kodera & Miroslav Vošvrda, 2005. "Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy," Working Papers IES 93, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
  13. Kodera J. & Vosvrda M., 2003. "Dynamics of a Small Open Economy," Computing in Economics and Finance 2003 140, Society for Computational Economics.
  14. Miloslav S. Vosvrda, 2001. "On Economic Model of Cycles," CeNDEF Workshop Papers, January 2001 PO3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  15. Miloslav S. Vosvrda, 2001. "Bifurcation Routes and Economic Stability," Computing in Economics and Finance 2001 132, Society for Computational Economics.
  16. Kodera Jan & Sladky Karel & Vosvrda Miloslav, "undated". "The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model," Modeling, Computing, and Mastering Complexity 2003 16, Society for Computational Economics.

Articles

  1. Miloslav Vošvrda, 2020. "Významný příspěvek k problematice modelů DSGE," Politická ekonomie, Prague University of Economics and Business, vol. 2020(2), pages 237-242.
  2. Kristoufek, Ladislav & Vosvrda, Miloslav, 2019. "Cryptocurrencies market efficiency ranking: Not so straightforward," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
  3. Kristoufek, Ladislav & Vosvrda, Miloslav, 2016. "Gold, currencies and market efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 27-34.
  4. Kristoufek, Ladislav & Vosvrda, Miloslav, 2014. "Commodity futures and market efficiency," Energy Economics, Elsevier, vol. 42(C), pages 50-57.
  5. Ladislav Kristoufek & Miloslav Vosvrda, 2014. "Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(7), pages 1-9, July.
  6. Jan Kodera & Quang Van Tran & Miloslav Vošvrda, 2013. "Complex Price Dynamics in the Modified Kaldorian Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(3), pages 358-384.
  7. Kristoufek, Ladislav & Vosvrda, Miloslav, 2013. "Measuring capital market efficiency: Global and local correlations structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 184-193.
  8. Ladislav Krištoufek & Miloslav Vošvrda, 2012. "Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie [Capital Markets Efficiency: Fractal Dimension, Hurst Exponent and Entropy]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(2), pages 208-221.
  9. Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav, 2012. "How do skilled traders change the structure of the market," International Review of Financial Analysis, Elsevier, vol. 23(C), pages 66-71.
  10. Miloslav Vošvrda, 2010. "Editorial," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 234-235, November.
  11. 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, vol. 4(3), pages 281-294, November.
  12. Barunik, J. & Vosvrda, M., 2009. "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(10), pages 1824-1836, October.
  13. Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda, 2009. "Smart Agents and Sentiment in the Heterogeneous Agent Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(3), pages 209-219.
  14. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009. "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(2), pages 163-172, November.
  15. Miloslav Vošvrda & Jozef Baruník, 2008. "Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof [Stock market crashes modeling: stochastic cusp catastrophe application]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(6), pages 759-771.
  16. Jan Kodera & Miloslav Vošvrda, 2007. "Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model [Výroba, kapitál a dynamika cen ve světle Kaldorova modelu]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(4), pages 79-87.
  17. 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, vol. 1(1), pages 54-66, March.
  18. 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, vol. 1(3), pages 302-311, November.
  19. Lukáš Vácha & Miloslav Vošvrda, 2007. "Wavelet Decomposition of the Financial Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(1), pages 38-54.
  20. Jan Kodera & Miloslav Vošvrda, 2006. "Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavřené ekonomiky [Product, capital stock and price dynamics in a simple model of closed economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2006(3), pages 339-350.
  21. Miloslav Vošvrda, 2006. "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(3), pages 231-242.
  22. Lukáš Vácha & Miloslav S. Vošvrda, 2005. "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(2), pages 163-170.
  23. Jan Kodera & Miloslav Vošvrda & Karel Sladký, 2005. "A Small-Open-Economy Model and Endogenous Money Stock [Model malé otevřené ekonomiky a endogenní peněžní nabídka]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2005(1), pages 26-35.
  24. Miloslav Vošvrda & Filip Žikeš, 2004. "An Application of the Garch-t Model on Central European Stock Returns," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(1), pages 26-39.
  25. Miloslav Vošvrda & Lukáš Vácha, 2003. "Heterogeneous agent model with memory and asset price behaviour," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(2), pages 155-168.
  26. Vosvrda, Miloslav S., 1988. "Statistical data analysis by dialogue statistical systems," Computational Statistics & Data Analysis, Elsevier, vol. 6(2), pages 113-117, March.
    RePEc:czx:journl:v:6:y:1999:i:9:id:66 is not listed on IDEAS
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More information

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Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-MAC: Macroeconomics (5) 2003-07-21 2005-11-19 2006-12-09 2006-12-09 2007-02-17. Author is listed
  2. NEP-CMP: Computational Economics (3) 2006-12-09 2006-12-09 2017-07-23
  3. NEP-CBA: Central Banking (2) 2006-12-09 2006-12-09
  4. NEP-FMK: Financial Markets (2) 2013-07-15 2014-12-19
  5. NEP-AGR: Agricultural Economics (1) 2013-09-28
  6. NEP-EEC: European Economics (1) 2010-04-11
  7. NEP-MON: Monetary Economics (1) 2015-11-01
  8. NEP-RMG: Risk Management (1) 2010-04-11
  9. NEP-TRA: Transition Economics (1) 2010-04-11

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