Miloslav Vošvrda - Concepedia

Concepedia

Author

Miloslav Vošvrda

Czech Academy of Sciences, Institute of Information Theory and Automation ORCID

Also Known As

M. Vosvrda, Miloslav S. Vosvrda, Miloslav S. Vošvrda, Miloslav Vosvrda, Miloslav Vošvrda, Vosvrda M., Vosvrda, Miloslav

65

Publications

1.6K

Citations

11

H-Index

35

Concepts

All Affiliations

Czech Academy of Sciences, Institute of Information Theory and Automation Charles University Czech Academy of Sciences

MV

About

Miloslav Vošvrda is an author at Czech Academy of Sciences, Institute of Information Theory and Automation specializing in finance, business, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	10	10	726
2	Economics	9	9	655
3	Engineering	3	3	893
4	Computer Science	1	1	14
5	Data Science	1	1	14

Miloslav Vošvrda

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13

Publications

1.6K

Citations

11

H-Index

	Year	Citations
Discrete random signals and statistical signal processing Miloslav Vošvrda Automatica Statistical Signal ProcessingEngineeringDiscrete ProbabilityProbability TheorySignal Detection	1993	808
Commodity futures and market efficiency Ladislav Krištoufek, Miloslav Vošvrda Energy Economics EconomicsFinancial EconomicsTradeBusinessEconomic Analysis	2013	191
Measuring capital market efficiency: Global and local correlations structure Ladislav Krištoufek, Miloslav Vošvrda Physica A Statistical Mechanics and its Applications EconomicsCapital Market EfficiencyFinancial EconomicsInternational FinanceInternational Capital Market	2012	180
Cryptocurrencies market efficiency ranking: Not so straightforward Ladislav Krištoufek, Miloslav Vošvrda Physica A Statistical Mechanics and its Applications Market MicrostructureEconomicsCryptocurrencies Market EfficiencyFinancial EconomicsBusiness	2019	92
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy Ladislav Krištoufek, Miloslav Vošvrda The European Physical Journal B Empirical FinanceEconomicsCapital Market EfficiencyFinancial EconomicsAsset Pricing	2014	85
Can a stochastic cusp catastrophe model explain stock market crashes? Jozef Baruník, Miloslav Vošvrda Journal of Economic Dynamics and Control EngineeringStochastic ModelingRisk ManagementShock (Economics)Business	2009	71
Gold, currencies and market efficiency Ladislav Krištoufek, Miloslav Vošvrda Physica A Statistical Mechanics and its Applications EconomicsInternational FinanceExchange Rate MovementBusinessEconomic Analysis	2016	47
Herding, minority game, market clearing and efficient markets in a simple spin model framework Ladislav Krištoufek, Miloslav Vošvrda Communications in Nonlinear Science and Numerical Simulation Market MicrostructureEconomicsMarket EquilibriumGame TheoryEfficient Markets	2017	18
Dynamical Agents' Strategies and the Fractal Market Hypothesis Lukáš Vácha, Miloslav Vošvrda Prague Economic Papers EconophysicsDynamic Economic ModelEconomicsComputational FinanceFinancial Economics	2005	16
An Application of the Garch-t Model on Central European Stock Returns Miloslav Vošvrda, Filip Žikeš Prague Economic Papers Volatility ModelingEconomicsFinancial EconomicsAsset PricingDistribution Properties	2004	15

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