Miloslav Vošvrda

1.6k total citations · 1 hit paper
30 papers, 1.2k citations indexed

About

Miloslav Vošvrda is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Miloslav Vošvrda has authored 30 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Economics and Econometrics, 11 papers in Finance and 6 papers in Management Science and Operations Research. Recurrent topics in Miloslav Vošvrda's work include Complex Systems and Time Series Analysis (25 papers), Financial Risk and Volatility Modeling (9 papers) and Market Dynamics and Volatility (8 papers). Miloslav Vošvrda is often cited by papers focused on Complex Systems and Time Series Analysis (25 papers), Financial Risk and Volatility Modeling (9 papers) and Market Dynamics and Volatility (8 papers). Miloslav Vošvrda collaborates with scholars based in Czechia, United States and Italy. Miloslav Vošvrda's co-authors include Ladislav Krištoufek, Jozef Baruník, Lukáš Vácha, Filip Žikeš and Quang Van Tran and has published in prestigious journals such as Automatica, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Miloslav Vošvrda

27 papers receiving 1.1k citations

Hit Papers

Discrete random signals and statistical signal processing 1993 2026 2004 2015 1993 100 200 300 400 500

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Miloslav Vošvrda Czechia 10 524 314 251 186 103 30 1.2k
A. Carbone Italy 22 1.3k 2.5× 552 1.8× 169 0.7× 422 2.3× 33 0.3× 77 2.4k
Georges Oppenheim France 9 443 0.8× 499 1.6× 111 0.4× 81 0.4× 47 0.5× 25 1.4k
Ta‐Hsin Li United States 15 97 0.2× 145 0.5× 222 0.9× 91 0.5× 59 0.6× 58 983
Raisa E. Feldman United States 5 204 0.4× 263 0.8× 73 0.3× 100 0.5× 35 0.3× 12 926
Elias Masry United States 21 289 0.6× 594 1.9× 80 0.3× 93 0.5× 62 0.6× 64 1.7k
G. Castelli Italy 12 703 1.3× 343 1.1× 89 0.4× 378 2.0× 11 0.1× 25 1.3k
A. J. Lawrance United Kingdom 20 243 0.5× 288 0.9× 62 0.2× 68 0.4× 25 0.2× 72 1.4k
Mohsen Pourahmadi United States 17 177 0.3× 206 0.7× 104 0.4× 41 0.2× 71 0.7× 64 1.3k
Vladimir Spokoiny Germany 25 314 0.6× 471 1.5× 113 0.5× 66 0.4× 310 3.0× 107 2.7k
Ioannis A. Koutrouvelis United States 14 246 0.5× 341 1.1× 57 0.2× 68 0.4× 39 0.4× 27 941

Countries citing papers authored by Miloslav Vošvrda

Since Specialization
Citations

This map shows the geographic impact of Miloslav Vošvrda's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Miloslav Vošvrda with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Miloslav Vošvrda more than expected).

Fields of papers citing papers by Miloslav Vošvrda

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Miloslav Vošvrda. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Miloslav Vošvrda. The network helps show where Miloslav Vošvrda may publish in the future.

Co-authorship network of co-authors of Miloslav Vošvrda

This figure shows the co-authorship network connecting the top 25 collaborators of Miloslav Vošvrda. A scholar is included among the top collaborators of Miloslav Vošvrda based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Miloslav Vošvrda. Miloslav Vošvrda is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Krištoufek, Ladislav & Miloslav Vošvrda. (2014). Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy. The European Physical Journal B. 87(7). 61 indexed citations
2.
Krištoufek, Ladislav & Miloslav Vošvrda. (2013). Commodity futures and market efficiency. Energy Economics. 42. 50–57. 153 indexed citations
3.
Krištoufek, Ladislav & Miloslav Vošvrda. (2012). Measuring capital market efficiency: Global and local correlations structure. Physica A Statistical Mechanics and its Applications. 392(1). 184–193. 133 indexed citations
4.
Baruník, Jozef, Lukáš Vácha, & Miloslav Vošvrda. (2010). Tail Behavior of the Central European Stock Markets during the Financial Crisis. ASEP. 4(3). 281–294. 8 indexed citations
5.
Baruník, Jozef & Miloslav Vošvrda. (2009). Can a stochastic cusp catastrophe model explain stock market crashes?. Journal of Economic Dynamics and Control. 33(10). 1824–1836. 49 indexed citations
6.
Baruník, Jozef, Lukáš Vácha, & Miloslav Vošvrda. (2009). Smart predictors in the heterogeneous agent model. Journal of Economic Interaction and Coordination. 4(2). 163–172. 9 indexed citations
7.
Vácha, Lukáš, Jozef Baruník, & Miloslav Vošvrda. (2009). Smart Agents and Sentiment in the Heterogeneous Agent Model. Prague Economic Papers. 18(3). 209–219. 5 indexed citations
8.
Vošvrda, Miloslav & Lukáš Vácha. (2008). Heterogeneous Agent Model And Numerical Analysis Of Learning. RePEc: Research Papers in Economics. 9(17). 2 indexed citations
9.
Vošvrda, Miloslav, et al.. (2008). Sensitivity And Stability In Dynamical Economic Systems. RePEc: Research Papers in Economics. 6(9).
10.
Vošvrda, Miloslav. (2008). Markovian Model of Unemployment. RePEc: Research Papers in Economics. 2(3). 1 indexed citations
11.
Vošvrda, Miloslav, et al.. (2008). The Efficient Market Hypothesis Testing on the Prague Stock Exchange. RePEc: Research Papers in Economics. 5(7). 3 indexed citations
12.
Vošvrda, Miloslav. (2008). Disequilibrium model applied to the Czech Economy. RePEc: Research Papers in Economics. 3(4).
13.
Vácha, Lukáš & Miloslav Vošvrda. (2007). Wavelet Decomposition of the Financial Market. Prague Economic Papers. 16(1). 38–54. 4 indexed citations
14.
Vošvrda, Miloslav, et al.. (2006). Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents. RePEc: Research Papers in Economics. 14(24). 302–311. 1 indexed citations
15.
Vošvrda, Miloslav. (2006). Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets. Prague Economic Papers. 15(3). 231–242. 1 indexed citations
16.
Vácha, Lukáš & Miloslav Vošvrda. (2005). Dynamical Agents' Strategies and the Fractal Market Hypothesis. Prague Economic Papers. 14(2). 163–170. 13 indexed citations
17.
Vošvrda, Miloslav, et al.. (2005). A Small-Open-Economy Model and Endogenous Money Stock. Acta Oeconomica Pragensia. 13(1). 26–35. 1 indexed citations
18.
Vošvrda, Miloslav & Lukáš Vácha. (2003). Heterogeneous agent model with memory and asset price behaviour. Prague Economic Papers. 12(2). 155–168. 5 indexed citations
19.
Vošvrda, Miloslav. (2001). Bifurcation Routes And Economic Stability. RePEc: Research Papers in Economics. 8(14).
20.
Vošvrda, Miloslav. (2000). Bifurcation Routes in Financial Markets. Digital Repository (National Repository of Grey Literature). 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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