The following pages link to Ladislav Kristoufek (Q1618467):
Displaying 8 items.
- Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (Q1618468) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Fractal approach towards power-law coherency to measure cross-correlations between time series (Q2007377) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Herding, minority game, market clearing and efficient markets in a simple spin model framework (Q2204799) (← links)
- Power-Law Cross-Correlations: Issues, Solutions and Future Challenges (Q5054200) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)
