Přejít k hlavnímu obsahu
Czech
English
Ústav teorie informace a automatizace
Jste zde
Domů
Vyhledávání
Hledat
O ústavu
Domů
Výzkum
Výuka
Lidé
Struktura
Časopis Kybernetika
GDPR info
Ochrana oznamovatelů
GEP info
Život ústavu
Informace
Návody
Aktivity
Semináře
Knihovna
Výpočetní středisko
Intranet
Přihlášení
Přístup k mailu
Covid - evidence testů
Lemon
Rezervace tělocvičny
Poštovní konference
Rezervace poslucháren
Docházka
Docházka
Bibliografie
GJ17-12386Y
Kukačka Jiří
:
Simulated maximum likelihood estimation of agent-based models in economics and finance
,
Network Theory and Agent-Based Modeling in Economics and Finance, p. 203-226 , Eds: Chakrabarti A. S., Pichl L., Kaizoji T.
[2019]
DOI:
10.1007/978-981-13-8319-9_10
Tilfani O.
,
Krištoufek Ladislav
,
Ferreira P.
,
El Boukfaoui M. Y.
:
Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
,
Physica. A : Statistical Mechanics and its Applications vol.588, 126530
[2022]
Download
Download
DOI:
10.1016/j.physa.2021.126530
Kukačka Jiří
,
Krištoufek Ladislav
:
Does parameterization affect the complexity of agent-based models?
,
Journal of Economic Behavior & Organization vol.192, 1 (2021), p. 324-356
[2021]
Download
Download
DOI:
10.1016/j.jebo.2021.10.007
Shahzad S. J. H.
,
Bouri E.
,
Kayani G. M.
,
Nasir R. M.
,
Krištoufek Ladislav
:
Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
,
Physica. A : Statistical Mechanics and its Applications vol.550, 124519
[2020]
Download
Download
DOI:
10.1016/j.physa.2020.124519
Avdulaj Krenar
,
Krištoufek Ladislav
:
On Tail Dependence and Multifractality
,
Mathematics vol.8, 1767
[2020]
Download
Download
DOI:
10.3390/math8101767
Ferreira P.
,
Krištoufek Ladislav
,
Pereira E. J. D. A. L.
:
DCCA and DMCA correlations of cryptocurrency markets
,
Physica. A : Statistical Mechanics and its Applications vol.545, 123803
[2020]
Download
Download
DOI:
10.1016/j.physa.2019.123803
Ferreira P.
,
Krištoufek Ladislav
:
Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union
,
Physica. A : Statistical Mechanics and its Applications vol.553, 124257
[2020]
Download
Download
DOI:
10.1016/j.physa.2020.124257
Kukačka Jiří
,
Krištoufek Ladislav
:
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality
,
Journal of Economic Dynamics & Control vol.113, 103855
[2020]
Download
Download
DOI:
10.1016/j.jedc.2020.103855
Shahzad S. J. H.
,
Bouri E.
,
Roubaud D.
,
Krištoufek Ladislav
,
Lucey B.
:
Is Bitcoin a better safe-haven investment than gold and commodities?
,
International Review of Financial Analysis vol.63, 1 (2019), p. 322-330
[2019]
Download
Download
DOI:
10.1016/j.irfa.2019.01.002
Krištoufek Ladislav
,
Vošvrda Miloslav
:
Cryptocurrencies market efficiency ranking: Not so straightforward
,
Physica. A : Statistical Mechanics and its Applications vol.531, 120853
[2019]
Download
Download
DOI:
10.1016/j.physa.2019.04.089
Krištoufek Ladislav
,
Ferreira P.
:
Capital asset pricing model in Portugal: Evidence from fractal regressions
,
Portuguese Economic Journal vol.17, 3 (2018), p. 173-183
[2018]
Download
DOI:
10.1007/s10258-018-0145-5
Krištoufek Ladislav
:
Fractality in market risk structure: Dow Jones Industrial components case
,
Chaos Solitons & Fractals vol.110, 1 (2018), p. 69-75
[2018]
Download
DOI:
10.1016/j.chaos.2018.02.028
07.01.2019 - 08:39