Classes
Publications
- Measuring capital market efficiency: Global and local correlations structure2013 | 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
- 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
- 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
- Long-range dependence in returns and volatility of Central European Stock Indices2010 | Faculty of Mathematics and Physics
- Classical and modified rescaled range analysis: sampling properties under heavy tailsPublication without faculty affiliation
- Long-range dependence in returns and volatility of Central European Stock IndicesPublication without faculty affiliation
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