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LKristoufek's pictureLKristoufek's Profile | Submissions (31) | Comments (0) | Blogs (0)
Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets

Ladislav Kristoufek, Petra Lunackova

posted by LKristoufek's pictureLKristoufek, 02 August 2014

pdf ps (676 views, 682 download, 0 comments)

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What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 04 June 2014

pdf (827 views, 543 download, 0 comments)

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Leverage effect in energy futures

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 13 March 2014

pdf (504 views, 306 download, 0 comments)

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BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 04 December 2013

link (683 views, 0 download, 0 comments)

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Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 05 November 2013

pdf (1291 views, 358 download, 0 comments)

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Measuring correlations between non-stationary series with DCCA coefficient

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 16 October 2013

pdf (508 views, 343 download, 0 comments)

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Measuring correlations between non-stationary series with DCCA coefficient

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 16 October 2013

pdf (511 views, 307 download, 0 comments)

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Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 04 October 2013

linkdownload (3832 views, 986 download, 0 comments)

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Can Google Trends search queries contribute to risk diversification?

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 19 September 2013

linkdownload (1390 views, 306 download, 0 comments)

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Commodity futures and market efficiency

Ladislav Kristoufek, Miloslav Vosvrda

posted by LKristoufek's pictureLKristoufek, 09 September 2013

pdf (2084 views, 513 download, 0 comments)

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