Classes
Publications
- Finite sample properties of power-law cross-correlations estimators2015 | Faculty of Social Sciences
- Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series2014 | 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
- Multifractal height cross-correlation analysis2011 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations2011 | Faculty of Social Sciences
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data2010 | Faculty of Social Sciences
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency dataPublication without faculty affiliation
- Safe havens for Bitcoin2023 | Faculty of Mathematics and Physics
- Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges2023 | Publication without faculty affiliation
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