pith. sign in

Ladislav Kristoufek

Identifiers

  • name variant Ladislav Kristoufek 0.60 · backfill

Papers (32)

  1. Power-law cross-correlations: Issues, solutions and future challenges q-fin.ST · 2018 · author #1
  2. Has global warming modified the relationship between sunspot numbers and global temperatures? stat.AP · 2016 · author #1
  3. Fractal approach towards power-law coherency to measure cross-correlations between time series q-fin.ST · 2016 · author #1
  4. Power-law cross-correlations estimation under heavy tails q-fin.ST · 2016 · author #1
  5. Gold, currencies and market efficiency q-fin.ST · 2015 · author #1
  6. Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components q-fin.ST · 2015 · author #1
  7. Worldwide clustering of the corruption perception q-fin.EC · 2015 · author #2
  8. Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? physics.data-an · 2015 · author #1
  9. Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales q-fin.ST · 2014 · author #1
  10. Finite sample properties of power-law cross-correlations estimators physics.data-an · 2014 · author #1
  11. On the interplay between short and long term memory in the power-law cross-correlations setting stat.ME · 2014 · author #1
  12. Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries? q-fin.EC · 2014 · author #2
  13. Spectrum-based estimators of the bivariate Hurst exponent q-fin.ST · 2014 · author #1
  14. Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets q-fin.ST · 2014 · author #1
  15. What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis q-fin.CP · 2014 · author #1
  16. Leverage effect in energy futures q-fin.ST · 2014 · author #1
  17. Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series q-fin.ST · 2013 · author #1
  18. Measuring correlations between non-stationary series with DCCA coefficient q-fin.ST · 2013 · author #1
  19. Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence q-fin.ST · 2013 · author #1
  20. Can Google Trends search queries contribute to risk diversification? q-fin.PM · 2013 · author #1
  21. Commodity futures and market efficiency q-fin.ST · 2013 · author #1
  22. Long-term memory in electricity prices: Czech market evidence q-fin.ST · 2013 · author #1
  23. Exponential and power laws in public procurement markets q-fin.ST · 2013 · author #1
  24. Mixed-correlated ARFIMA processes for power-law cross-correlations q-fin.ST · 2013 · author #1
  25. Testing power-law cross-correlations: Rescaled covariance test q-fin.ST · 2013 · author #1
  26. Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy q-fin.ST · 2013 · author #1
  27. Time-Frequency Dynamics of Biofuels-Fuels-Food System q-fin.ST · 2012 · author #3
  28. Measuring capital market efficiency: Global and local correlations structure q-fin.ST · 2012 · author #1
  29. Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity q-fin.ST · 2012 · author #1
  30. On Hurst exponent estimation under heavy-tailed distributions q-fin.ST · 2012 · author #2
  31. How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study q-fin.ST · 2012 · author #1
  32. Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations q-fin.ST · 2012 · author #1

Mentions

  • 1510.08615 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1502.00104 #2 · arxiv_oai · confidence 0.70 Ladislav Kristoufek
  • 1408.6639 #2 · arxiv_oai · confidence 0.70 Ladislav Kristoufek
  • 1502.00225 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1502.00104 #2 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1501.02947 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1411.0496 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1409.6857 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1409.6444 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1408.6639 #2 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1408.6637 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1407.5466 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1406.0268 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1403.0064 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1311.0657 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1310.3984 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1310.1446 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1310.1444 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1309.1492 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1309.0582 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1309.0218 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1307.6046 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1307.4727 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1307.3060 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1209.0900 #3 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1208.1298 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1203.4979 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1201.4786 #2 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1201.3511 #1 · backfill · confidence 0.70 Ladislav Kristoufek
  • 1201.3473 #1 · backfill · confidence 0.70 Ladislav Kristoufek

Frequent Coauthors