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LONG-RANGE DEPENDENCE
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Long-range dependence in returns and volatility of Central European Stock Indices
Publication without faculty affiliation
publication
Long-range dependence in returns and volatility of Central European Stock Indices
2010 |
Faculty of Mathematics and Physics
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Multifractal height cross-correlation analysis
2011 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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On spurious anti-persistence in the US stock indices
2010 |
Publication without faculty affiliation
publication
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
2011 |
Faculty of Social Sciences
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Are the crude oil markets really becoming more efficient over time? Some new evidence
2019 |
Publication without faculty affiliation
publication
Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence
Publication without faculty affiliation
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Classical and modified rescaled range analysis: sampling properties under heavy tails
Publication without faculty affiliation
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Measuring capital market efficiency with tools of statistical physics
2012 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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Capital markets efficiency: fractal dimension, Hurst exponent and entropy
2012 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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Measuring capital market efficiency: Global and local correlations structure
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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On Bitcoin markets (in)efficiency and its evolution
2018 |
Publication without faculty affiliation
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Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes
2023 |
Faculty of Mathematics and Physics
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Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals
2010 |
Publication without faculty affiliation
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Testing power-law cross-correlations: rescaled covariance test
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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Long memory in volatility or parameter inconstancy? The case of Prague stock exchange
2005 |
Faculty of Social Sciences
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How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study
2012 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process
2018 |
Faculty of Mathematics and Physics
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What does Neural Bring? Analysing Improvements in Morphosyntactic Annotation and Lemmatisation of Slovenian, Croatian and Serbian
Publication without faculty affiliation
publication
A span-graph neural model for overlapping entity relation extraction in biomedical texts
Publication without faculty affiliation
publication
On the Linguistic Representational Power of Neural Machine Translation Models
Publication without faculty affiliation