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LKristoufek's pictureLKristoufek's Profile | Submissions (31) | Comments (0) | Blogs (0)
Fractal approach towards power-law coherency to measure cross-correlations between time series

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 01 September 2016

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Power-law cross-correlations estimation under heavy tails

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 25 February 2016

linkdownload (678 views, 451 download, 0 comments)

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Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches

Vakrman, T. & Kristoufek, L.

posted by LKristoufek's pictureLKristoufek, 04 March 2015

link (641 views, 0 download, 0 comments)

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Worldwide clustering of the corruption perception

Michal Paulus, Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 10 February 2015

pdf (852 views, 421 download, 0 comments)

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Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 29 January 2015

pdf ps (702 views, 869 download, 0 comments)

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Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 29 January 2015

pdf (652 views, 380 download, 0 comments)

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Spectrum-based estimators of the bivariate Hurst exponent

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 04 December 2014

pdf (573 views, 349 download, 0 comments)

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Finite sample properties of power-law cross-correlations estimators

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 04 December 2014

pdf ps (604 views, 665 download, 0 comments)

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