Classes
Publications
- Finite sample properties of power-law cross-correlations estimators2015 | Faculty of Social Sciences
- Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets2014 | Faculty of Social Sciences
- Can Google Trends search queries contribute to risk diversification?2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Testing power-law cross-correlations: rescaled covariance test2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Long-term Memory in Electricity Prices: Czech Market Evidence2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Biofuels: Impacts and Policies2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent2011 | Faculty of Social Sciences, Faculty of Mathematics and Physics
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