Ladislav Kristoufek
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BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era
L Kristoufek
Scientific reports 3 (1), 1-7, 2013
What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis
L Kristoufek
PloS one 10 (4), e0123923, 2015
On Hurst exponent estimation under heavy-tailed distributions
J Barunik, L Kristoufek
Physica A: Statistical Mechanics and its Applications 389 (18), 3844-3855, 2010
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
L Kristoufek
EPL (Europhysics Letters) 95, 68001, 2011
Measuring correlations between non-stationary series with DCCA coefficient
L Kristoufek
Physica A: Statistical Mechanics and its Applications 402, 291-298, 2014
Measuring capital market efficiency: Global and local correlations structure
L Kristoufek, M Vosvrda
Physica A: Statistical Mechanics and its Applications 392 (1), 184-193, 2013
Can Google Trends search queries contribute to risk diversification?
L Kristoufek
Scientific reports 3, 2713, 2013
Correlations Between Biofuels and Related Commodities Before and During the Food Crisis: A Taxonomy Perspective
L Kristoufek, K Janda, D Zilberman
Commodity futures and market efficiency
L Kristoufek, M Vosvrda
Energy Economics 42, 50-57, 2014
Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series
L Kristoufek
Physica A: Statistical mechanics and its applications 406, 169-175, 2014
Is Bitcoin a better safe-haven investment than gold and commodities?
SJH Shahzad, E Bouri, D Roubaud, L Kristoufek, B Lucey
International Review of Financial Analysis 63, 322-330, 2019
On Bitcoin markets (in) efficiency and its evolution
L Kristoufek
Physica A: Statistical Mechanics and its Applications 503, 257-262, 2018
Biofuels: policies and impacts
K Janda, L Kristoufek, D Zilberman
Agricultural Economics 58 (8), 372-386, 2012
Time–frequency dynamics of biofuel–fuel–food system
L Vacha, K Janda, L Kristoufek, D Zilberman
Energy Economics 40, 233-241, 2013
Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity
L Kristoufek
Arxiv preprint arXiv:1203.4979, 2012
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy
L Kristoufek, M Vosvrda
The European Physical Journal B 87 (7), 162, 2014
Rescaled range analysis and detrended fluctuation analysis: Finite sample properties and confidence intervals
L Krištoufek
Czech Economic Review 4 (03), 315-329, 2010
Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales
L Kristoufek
Physical Review E 91 (2), 022802, 2015
Information interdependence among energy, cryptocurrency and major commodity markets
Q Ji, E Bouri, D Roubaud, L Kristoufek
Energy Economics 81, 1042-1055, 2019
Nowcasting unemployment rates with google searches: Evidence from the visegrad group countries
J Pavlicek, L Kristoufek
PloS one 10 (5), e0127084, 2015
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