Classes
Publications
- Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Commodity futures and market efficiency2014 | Faculty of Social Sciences
- Mixed-correlated ARFIMA processes for power-law cross-correlations2013 | 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
- Capital markets efficiency: fractal dimension, Hurst exponent and entropy2012 | 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
- On Hurst exponent estimation under heavy-tailed distributions2010 | Publication without faculty affiliation
- Long-term memory and its evolution in returns of Stock Index PX between 1997 and 20092010 | Publication without faculty affiliation
- Local scaling properties and market turning points at Prague Stock Exchange +12010 | Publication without faculty affiliation
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