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Power-law
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prof. PhDr. Ladislav Krištoufek Ph.D.
Academic staff at Faculty of Social Sciences
6 classes
117 publications
Classes
class
Econometrics I
JEB109 |
Faculty of Social Sciences
class
Data Analysis in R
JEB157 |
Faculty of Social Sciences
class
Data Science with R
JEM181 |
Faculty of Social Sciences
class
Data Science with R II
JEM220 |
Faculty of Social Sciences
class
Data Science with R I
+1
JEM221 |
Faculty of Social Sciences
Publications
publication
Finite sample properties of power-law cross-correlations estimators
2015 |
Faculty of Social Sciences
publication
Mixed-correlated ARFIMA processes for power-law cross-correlations
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Testing power-law cross-correlations: rescaled covariance test
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Capital markets efficiency: fractal dimension, Hurst exponent and entropy
2012 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
Exponential and power laws in public procurement markets
2012 |
Faculty of Social Sciences
publication
Safe havens for Bitcoin
2023 |
Faculty of Mathematics and Physics
publication
Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
2023 |
Publication without faculty affiliation
publication
Will Bitcoin ever become less volatile?
2023 |
Publication without faculty affiliation
publication
Fundamental and speculative components of the cryptocurrency pricing dynamics
2023 |
Publication without faculty affiliation
publication
Editorial to special issue "Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments" in financial innovation
2023 |
Publication without faculty affiliation
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