Classes
Publications
- Finite sample properties of power-law cross-correlations estimators2015 | Faculty of Social Sciences
- 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
- Measuring capital market efficiency: Global and local correlations structure2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Regime-dependent topological properties of biofuels networks2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Time-frequency dynamics of biofuel-fuel-food system2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Mixed-correlated ARFIMA processes for power-law cross-correlations2013 | 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
Loading network view...