Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Václav Klepáč"'
Autor:
Václav KLEPAC, David HAMPEL
Publikováno v:
Agricultural Economics (AGRICECON), Vol 63, Iss 8, Pp 347-355 (2017)
The objective of this paper is the prediction of financial distress (default of payment or insolvency) of 250 agriculture business companies in the EU from which 62 companies defaulted in 2014 with respect to lag of the used attributes. From many typ
Externí odkaz:
https://doaj.org/article/3089147936c642c4a613c8e3f8f7991a
Autor:
Tomáš Konderla, Václav Klepáč
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 65, Iss 5, Pp 1687-1694 (2017)
The article points out the possibilities of using Hidden Markov model (abbrev. HMM) for estimation of Value at Risk metrics (abbrev. VaR) in sample. For the illustration we use data of the company listed on Prague Stock Exchange in range from January
Externí odkaz:
https://doaj.org/article/10515962f5ae4a66a61a7a593c823742
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 64, Iss 1, Pp 315-324 (2016)
The economy of Ghana is highly vulnerable to fluctuations in the international price of crude oil. This is due to the fact that oil as a commodity plays a central role in the economic activities of the nation. The objective of this paper is to invest
Externí odkaz:
https://doaj.org/article/bce644f2cf2b4e30886a7625b3b6fe1a
Autor:
Václav Klepáč, David Hampel
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 64, Iss 2, Pp 627-634 (2016)
Article focuses on the prediction of bankruptcy of the 850 medium-sized retail business companies in EU from which 48 companies gone bankrupt in 2014 with respect to lag of the used features. From various types of classification models we chose Suppo
Externí odkaz:
https://doaj.org/article/58b194ff23f244ff8ab8c8715ff1bbe5
Autor:
Dennis Nchor, Václav Klepáč
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 64, Iss 1, Pp 325-331 (2016)
This study seeks to fulfil four specific tasks: to predict the year of peak oil production in Ghana, to estimate the quantity that will be produced at this peak point, to investigate the year of total oil depletion and last but not the least is to as
Externí odkaz:
https://doaj.org/article/2f2da0eca67c446e9d356c9ae4fa9433
Autor:
Václav Klepáč
Publikováno v:
European Journal of Business Science and Technology, Vol 1, Iss 2, Pp 104-113 (2015)
We apply standard Merton and enhanced Merton-D-Vine copula model for the measurement of credit risk on the basis of accounting and stock market data for 4 companies from Prague Stock Exchange, in the midterm horizon of 4 years. Basic Merton structura
Externí odkaz:
https://doaj.org/article/e91e804628b342b29f815d8f05835aa1
Autor:
Václav Klepáč, David Hampel
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 63, Iss 4, Pp 1287-1295 (2015)
The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2
Externí odkaz:
https://doaj.org/article/2fa403a14cc649e8a84029412fe933a6
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 61, Iss 7, Pp 2303-2309 (2013)
In this paper, we deal with the real options analysis of selected investment projects. This approach is supplemented and compared to calculations of the net present value (NPV). Two research problems are analyzed: acquisition of the simulation softwa
Externí odkaz:
https://doaj.org/article/d7c1762cbf4944e5bd9c995f9084199f
Autor:
Václav Klepáč, David Hampel
Publikováno v:
E+M Ekonomie a Management. 21:159-174
Article focuses on the prediction of bankruptcy of the 1,000 medium-sized retail business companies in EU from which 170 companies gone bankrupt in 2014 with respect to lag of the used features. In recent times, bankruptcy of manufacturing companies
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d7ae246dad5419fbf7f065499b52079
https://doi.org/10.15240/tul/001/2018-1-011
https://doi.org/10.15240/tul/001/2018-1-011
Autor:
David Hampel, Václav Klepáč
Publikováno v:
Agricultural Economics (Zemědělská ekonomika). 63:347-355
The objective of this paper is prediction of financial distress (default of payment or insolvency) of 250 agriculture business companies in EU from which 62 companies defaulted in 2014 with respect to lag of the used attributes. From many types of cl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2343c03eb5432c2e5d8f8b9ec563d9d
https://doi.org/10.17221/374/2015-agricecon
https://doi.org/10.17221/374/2015-agricecon