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Bibliografie
GP14-11402P
Krištoufek Ladislav
:
Fractal approach towards power-law coherency to measure cross-correlations between time series
,
Communications in Nonlinear Science and Numerical Simulation vol.50, 1 (2017), p. 193-200
[2017]
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DOI:
10.1016/j.cnsns.2017.02.018
Krištoufek Ladislav
:
Power-law cross-correlations estimation under heavy tails
,
Communications in Nonlinear Science and Numerical Simulation vol.40, 1 (2016), p. 163-172
[2016]
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DOI:
10.1016/j.cnsns.2016.04.010
Krištoufek Ladislav
:
Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components
,
Physica. A : Statistical Mechanics and its Applications vol.428, 1 (2015), p. 194-205
[2015]
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DOI:
10.1016/j.physa.2015.02.057
Krištoufek Ladislav
:
On the interplay between short and long term memory in the power-law cross-correlations setting
,
Physica. A : Statistical Mechanics and its Applications vol.421, 1 (2015), p. 218-222
[2015]
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DOI:
10.1016/j.physa.2014.11.040
Krištoufek Ladislav
:
Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales
,
Physical Review E vol.91, 1 (2015)
[2015]
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DOI:
10.1103/PhysRevE.91.022802
Krištoufek Ladislav
:
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
,
Physica. A : Statistical Mechanics and its Applications vol.431, 1 (2015), p. 124-127
[2015]
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DOI:
10.1016/j.physa.2015.02.086
Krištoufek Ladislav
,
Luňáčková P.
:
Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets
,
Energy Economics vol.49, 1 (2015), p. 1-8
[2015]
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DOI:
10.1016/j.eneco.2015.01.013
Krištoufek Ladislav
:
Finite sample properties of power-law cross-correlations estimators
,
Physica. A : Statistical Mechanics and its Applications vol.419, 1 (2015), p. 513-525
[2015]
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DOI:
10.1016/j.physa.2014.10.068
Krištoufek Ladislav
:
Spectrum-based estimators of the bivariate Hurst exponent
,
Physical Review E vol.90, 6 (2014)
[2014]
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DOI:
10.1103/PhysRevE.90.062802
Krištoufek Ladislav
:
Measuring correlations between non-stationary series with DCCA coefficient
,
Physica. A : Statistical Mechanics and its Applications vol.402, 1 (2014), p. 291-298
[2014]
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DOI:
10.1016/j.physa.2014.01.058
Krištoufek Ladislav
:
Leverage effect in energy futures
,
Energy Economics vol.45, 1 (2014), p. 1-9
[2014]
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DOI:
10.1016/j.eneco.2014.06.009
Krištoufek Ladislav
:
Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series
,
Physica. A : Statistical Mechanics and its Applications vol.406, 1 (2014), p. 169-175
[2014]
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DOI:
10.1016/j.physa.2014.03.015
Krištoufek Ladislav
:
Scaling of dependence between foreign exchange rates and stock markets in Central Europe
,
Acta Physica Polonica A. Vol 129, n. 5 (2016) - Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences FENS, p. 908-912
,
Polish Symposium of Physics in Economy and Social Sciences FENS (2016) /8./, (Rzeszów, PL, 20151104)
[2016]
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DOI:
10.12693/APhysPolA.129.908
07.01.2019 - 08:39