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National Repository of Grey Literature

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	Možnosti státu kontrolovat privatizované firmy Hanousek, Jan ; Kočenda, E. We analyze the control potential of the state exercised through the National Property Fund. We conclude that for most of the 1994–2005 period, the state control potential was extensive and certainly larger than has been found by earlier research. Detailed record
	Mezidenní efekty makroekonomických oznámení na finanční trhy střední Evropy Hanousek, Jan ; Kočenda, Evžen We estimate the impact of macroeconomic news on composite stock returns in three emerging European Union (EU) financial markets (Budapest, Prague, and Warsaw), using intraday data and macroeconomic announcements. Detailed record
	Aplikace teorie katastrof typu CUSP na akciove trhy USA Baruník, Jozef ; Vošvrda, Miloslav The CUSP catastrophe model explains the crash of stock exchanges much better than alternative linear and logistic models. On the data U.S. staock markets we demonstrate that the crash of October 19, 1987 may be better explained by cusp catastropohe theory, which is not true for the crash of Sept.11, 2001 Detailed record
	Neuronové sítě s Waveletovým filtrem: Aplikace na akciové indexy střední evropy a jejich predikce Baruník, Jozef ; Vácha, Lukáš Wavelet Neural Network prediction of Central European stock market returns series. Detailed record
	Optimalita za rizika a typu střední hodnota - rozptyl v markovskýách rozhodovacích procesech Sladký, Karel ; Sitař, Milan In this note, we compare two aproaches for handling risk-variability features arising in discrete-time Markov decision processes: models with exponential utility function and mean variance optimality models. Computational approaches for finding optimal decision with respect to the optimality criteria mentioned above are presented and analytical results showing connections between the above optimality criteria are discussed. Detailed record

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