Granger causality stock market networks: Temporal proximity and preferential attachment T Výrost, Š Lyócsa, E Baumöhl Physica A: Statistical Mechanics and its Applications 427, 262-276, 2015 | 70 | 2015 |
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects. E Baumöhl, T Výrost Finance a Uver: Czech Journal of Economics & Finance 60 (5), 2010 | 58 | 2010 |
Networks of volatility spillovers among stock markets E Baumöhl, E Kočenda, Š Lyócsa, T Výrost Physica A: Statistical Mechanics and its Applications 490, 1555-1574, 2018 | 41 | 2018 |
Stock market networks: The dynamic conditional correlation approach Š Lyócsa, T Výrost, E Baumöhl Physica A: Statistical Mechanics and its Applications 391 (16), 4147-4158, 2012 | 40 | 2012 |
Return spillovers around the globe: A network approach Š Lyócsa, T Výrost, E Baumöhl Economic Modelling 77, 133-146, 2019 | 23 | 2019 |
Fear of the coronavirus and the stock markets Š Lyócsa, E Baumöhl, T Výrost, P Molnár Finance research letters 36, 101735, 2020 | 21 | 2020 |
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets E Baumöhl, Š Lyócsa, T Výrost Applied Economics Letters 18 (12), 1103-1109, 2011 | 21 | 2011 |
The stock markets and real economic activity: new evidence from CEE Š Lyócsa, E Baumöhl, T Výrost Eastern European Economics 49 (4), 6-23, 2011 | 18 | 2011 |
Application of GARCH Models in forecasting the volatility of the Slovak share index (SAX) VGT Výrost Biatec 11, 2, 2003 | 18 | 2003 |
Network-based asset allocation strategies T Výrost, Š Lyócsa, E Baumöhl The North American Journal of Economics and Finance 47, 516-536, 2019 | 13 | 2019 |
Measuring the role of universities in regional development E Výrostova, T Výrost CENTRAL EUROPEAN CONFERENCE IN REGIONAL SCIENCE (CERS) 2, 2007 | 10 | 2007 |
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries T Vyrost, E Baumohl, S Lyocsa Available at SSRN 1735990, 2011 | 8 | 2011 |
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries S Lyocsa, T Vyrost, E Baumohl Available at SSRN 1785223, 2011 | 7 | 2011 |
Kvantitatívne metódy v ekonómii I. Košice: ELFA Š Lyócsa, E Baumöhl, T Výrost | 6 | 2013 |
Kvantitatívne metódy v ekonómii II Š Lyóca, E Baumöhl, T Výrost Košice: ELFA, 2013 | 6 | 2013 |
Fundamentálna analýza akciových trhov. Košice: ELFA, 2011. 323 s E Baumöhl, Š Lyócsa, T Výrost ISBN 978-80-8086-191-6, 2011 | 6 | 2011 |
To bet or not to bet: a reality check for tennis betting market efficiency Š Lyócsa, T Výrost Applied Economics 50 (20), 2251-2272, 2018 | 5 | 2018 |
Fundamentálna analýza akciových trhov E Baumöhl, Š Lyócsa, T Výrost Košice: Elfa, 2011 | 5 | 2011 |
What drives the stock market integration in the CEE-3? T Výrost, E Baumöhl, Š Lyócsa ZBW, 2013 | 4 | 2013 |
Volatility regimes in macroeconomic time series: The case of the Visegrad Group S Lyocsa, E Baumöhl, T Výrost Finance a Uver 61 (6), 530, 2011 | 4 | 2011 |