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LKristoufek's pictureLKristoufek's Profile | Submissions (31) | Comments (0) | Blogs (0)
Long-term memory in electricity prices: Czech market evidence

Ladislav Kristoufek, Petra Lunackova

posted by LKristoufek's pictureLKristoufek, 06 September 2013

pdf (470 views, 333 download, 0 comments)

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Testing power-law cross-correlations: Rescaled covariance test

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 30 July 2013

pdf (531 views, 490 download, 0 comments)

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Mixed-correlated ARFIMA processes for power-law cross-correlations

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 30 July 2013

pdf (486 views, 495 download, 0 comments)

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Time-Frequency Dynamics of Biofuels-Fuels-Food System

Lukas Vacha, Karel Janda, Ladislav Kristoufek, David Zilberman

posted by LKristoufek's pictureLKristoufek, 10 September 2012

pdf other (391 views, 437 download, 0 comments)

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Measuring capital market efficiency: Global and local correlations structure

Ladislav Kristoufek, Miloslav Vosvrda

posted by LKristoufek's pictureLKristoufek, 08 August 2012

pdf other (377 views, 452 download, 0 comments)

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Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 23 March 2012

pdf other (411 views, 467 download, 0 comments)

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Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Lukas Vacha, Jozef Barunik

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (496 views, 450 download, 0 comments)

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On Hurst exponent estimation under heavy-tailed distributions

Jozef Barunik, Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (470 views, 433 download, 0 comments)

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Monte Carlo-based tail exponent estimator

Jozef Barunik, Lukas Vacha

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (498 views, 368 download, 0 comments)

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Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 18 January 2012

pdf other (482 views, 400 download, 0 comments)

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