引用次数
引用: 9,681
H-指数: 43
I10-指数 : 80
出版物: 157
FRACTAL MARKETS HYPOTHESIS AND THE GLOBAL FINANCIAL CRISIS: SCALING, INVESTMENT HORIZONS AND LIQUIDITY
LADISLAV KRISTOUFEK
Advances in Complex Systems 15 ( 06) 1250065
106
2012
Efficiency, Persistence and Predictability of Central European Stock Markets
Ladislav KriStoufek
Banking and Financial Markets in Central and Eastern Europe: 20 Years of Transition 98 -98
3
2010
Testing the semi-strong form of the efficient capital markets hypothesis on shares market of the Czech Republic between 2000 and 2006
Bc Ladislav Krištoufek
Bachelor’s Thesis,(Prague: Faculty of Social Sciences, Charles University, 2007), http://ies. fsv. cuni. cz/default/file/download/id/7116
1
NON-STATIONARY VOLATILITY WITH HIGHLY ANTI-PERSISTENT INCREMENTS: EVIDENCE FROM RANGE-BASED VOLATILITY.
Ladislav KRISTOUFEK
Hyperion International Journal of Econophysics & New Economy 6 ( 1)
2013
Power-law cross-correlations in econophysics: New insights
Ladislav KRISTOUFEK
Relationship Between Prices of Food, Fuel and Biofuel
David Zilberman , Karel Janda , Ladislav Kristoufek
131st Seminar, September 18-19, 2012, Prague, Czech Republic
3
2012
The perspectives for genetically modified cellulosic ethanol in the Czech Republic
Karel Janda , Pavla Blahova , Ladislav Kristoufek
Research Papers in Economics
2014
Biofuels: Review of Policies and Impacts
David Zilberman , Karel Janda , Ladislav Kristoufek
Research Papers in Economics ( 1119)
4
2011
Provazanost trhu potravin, biopaliv a fosilnich paliv
Stepan Chrz , Karel Janda , Zdenek Hruby , Ladislav Kristoufek
Research Papers in Economics
2013
R/S analysis and DFA: finite sample properties and confidence intervals
Ladislav Kristoufek
Research Papers in Economics
8
2009
Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
Ladislav Kristoufek
Research Papers in Economics
2009
Testing power-law cross-correlations: rescaled covariance test
Ladislav Kristoufek , Ladislav Kristoufek
European Physical Journal B 86 ( 10) 418
26
2013
Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence
Ladislav Kristoufek
Scientific Reports 3 ( 1) 2857 -2857
91
2013
Can Google Trends search queries contribute to risk diversification
Ladislav Kristoufek , Ladislav Kristoufek
Scientific Reports 3 ( 1) 2713 -2713
177
2013
Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
Ladislav Kristoufek
Research Papers in Economics
2
2009
Provazanost trhu potravin, biopaliv a fosilnich paliv [Interconnections within food, biofuel, and fossil fuel markets]
Stepan Chrz , Karel Janda , Zdenek Hruby , Ladislav Kristoufek
MPRA Paper
2013
Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach
Karel Janda , Ladislav Kristoufek , Ondrej Filip
Research Papers in Economics
2017
Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
Ata Assaf , Ata Assaf , Ladislav Kristoufek , Ladislav Kristoufek
Journal of International Financial Markets, Institutions and Money 71 101312
2021
Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets
Ladislav Kristoufek , Ladislav Kristoufek
Finance Research Letters 101991
2021
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
Syed Jawad Hussain Shahzad , Syed Jawad Hussain Shahzad , Ladislav Kristoufek , Ladislav Kristoufek
Financial Innovation 7 ( 1) 1 -23
60
2021