Bibliografie
P. Ferreira
- 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, [2022] Download Download DOI: 10.1016/j.physa.2021.126530
- 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, [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, [2020] Download Download DOI: 10.1016/j.physa.2020.124257
- 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, Ferreira P. : What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions , Physica. A : Statistical Mechanics and its Applications vol.486, 1 (2017), p. 554-566 [2017] Download DOI: 10.1016/j.physa.2017.05.085