Classes
Publications
- Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Measuring capital market efficiency: Global and local correlations structure2013 | 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
- Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility2013 | 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
- Measuring capital market efficiency with tools of statistical physics2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
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