Ladislav Kristoufek

Available identifiers

zbMath Open kristoufek.ladislavWikidataQ45931186 ScholiaQ45931186MaRDI QIDQ1618467

List of research outcomes

Publication	Date of Publication	Type
Testing power-law cross-correlations: rescaled covariance test	2023-07-26	Paper
Power-Law Cross-Correlations: Issues, Solutions and Future Challenges	2022-11-29	Paper
Herding, minority game, market clearing and efficient markets in a simple spin model framework	2020-10-16	Paper
Fractal approach towards power-law coherency to measure cross-correlations between time series	2020-10-14	Paper
Power-law cross-correlations estimation under heavy tails	2020-09-19	Paper
Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality	2020-05-19	Paper
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?	2018-11-13	Paper
Mixed-correlated ARFIMA processes for power-law cross-correlations	2018-09-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Ladislav Kristoufek