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Bibliography

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  1. Krištoufek Ladislav, Janda K., Zilberman D. :  Regime-dependent topological properties of biofuels networks , European Physical Journal B vol.86, 2 (2013) [2013] Download DOI: 10.1140/epjb/e2012-30871-9
  2. Krištoufek Ladislav, Skuhrovec J. :  Exponential and power laws in public procurement markets , EPL vol.99, 2 (2012) [2012] Download DOI: 10.1209/0295-5075/99/28005
  3. Krištoufek Ladislav, Janda Karel, Zilberman D. :  Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective , Energy Economics vol.34, 5 (2012), p. 1380-1391 [2012] Download DOI: 10.1016/j.eneco.2012.06.016
  4. Krištoufek Ladislav :  How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study , Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4252-4260 [2012] Download DOI: 10.1016/j.physa.2012.04.005
  5. Krištoufek Ladislav :  Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity , Advances in Complex Systems vol.15, 6 (2012) [2012] Download DOI: 10.1142/S0219525912500658
  6. Baruník Jozef, Vácha Lukáš, Krištoufek Ladislav :  Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , IES Working Papers vol.2011, 22 (2011), p. 1-22 [2011] Download
  7. Krištoufek Ladislav :  Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations , EPL vol.95, 6 (2011) [2011] Download DOI: 10.1209/0295-5075/95/68001
  8. Krištoufek Ladislav :  On spurious anti-persistence in the US stock indices , Chaos Solitons & Fractals vol.43, 1 (2010), p. 68-78 [2010] Download DOI: 10.1016/j.chaos.2010.09.001
  9. Krištoufek Ladislav :  Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals , AUCO Czech Economic Review, 3 (2010), p. 236-250 [2010] Download
  10. Baruník Jozef, Krištoufek Ladislav :  On Hurst exponent estimation under heavy-tailed distributions , Physica. A : Statistical Mechanics and its Applications vol.389, 18 (2010), p. 3844-3855 [2010] Download DOI: 10.1016/j.physa.2010.05.025
  11. Krištoufek Ladislav :  Local Scaling Properties and Market Turning Points at Prague Stock Exchange , Acta physica Polonica. B vol.41, 6 (2010), p. 1001-1014 [2010] Download

  1. Ivanková Kristýna, Krištoufek Ladislav, Vošvrda Miloslav :  Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent , Mathematical Methods in Economics 2011, p. 300-305, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  2. Krištoufek Ladislav :  Multifractal Height Cross-Correlation Analysis , Mathematical Methods in Economics 2011, p. 1-19, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  3. Krištoufek Ladislav :  Multifractal height cross-correlation analysis, ÚTIA AV ČR, (Praha 2010) Research Report 2281 [2010] Download