Classes
Publications
- Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy2014 | 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
- Can Google Trends search queries contribute to risk diversification?2013 | 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
- 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
- Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?2012 | 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
- Long-range dependence in returns and volatility of Central European Stock Indices2010 | Faculty of Mathematics and Physics
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data2010 | Faculty of Social Sciences
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