BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era L Kristoufek Scientific reports 3 (1), 1-7, 2013 | 627 | 2013 |
What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis L Kristoufek PloS one 10 (4), e0123923, 2015 | 613 | 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 | 235 | 2010 |
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations L Kristoufek EPL (Europhysics Letters) 95, 68001, 2011 | 162 | 2011 |
Measuring correlations between non-stationary series with DCCA coefficient L Kristoufek Physica A: Statistical Mechanics and its Applications 402, 291-298, 2014 | 158 | 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 | 152 | 2013 |
Can Google Trends search queries contribute to risk diversification? L Kristoufek Scientific reports 3, 2713, 2013 | 150 | 2013 |
Correlations Between Biofuels and Related Commodities Before and During the Food Crisis: A Taxonomy Perspective L Kristoufek, K Janda, D Zilberman | 132 | 2012 |
Commodity futures and market efficiency L Kristoufek, M Vosvrda Energy Economics 42, 50-57, 2014 | 129 | 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 | 128 | 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 | 121 | 2019 |
On Bitcoin markets (in) efficiency and its evolution L Kristoufek Physica A: Statistical Mechanics and its Applications 503, 257-262, 2018 | 109 | 2018 |
Biofuels: policies and impacts K Janda, L Kristoufek, D Zilberman Agricultural Economics 58 (8), 372-386, 2012 | 98 | 2012 |
Time–frequency dynamics of biofuel–fuel–food system L Vacha, K Janda, L Kristoufek, D Zilberman Energy Economics 40, 233-241, 2013 | 96 | 2013 |
Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity L Kristoufek Arxiv preprint arXiv:1203.4979, 2012 | 85 | 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 | 79 | 2014 |
Rescaled range analysis and detrended fluctuation analysis: Finite sample properties and confidence intervals L Krištoufek Czech Economic Review 4 (03), 315-329, 2010 | 72 | 2010 |
Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales L Kristoufek Physical Review E 91 (2), 022802, 2015 | 66 | 2015 |
Information interdependence among energy, cryptocurrency and major commodity markets Q Ji, E Bouri, D Roubaud, L Kristoufek Energy Economics 81, 1042-1055, 2019 | 63 | 2019 |
Nowcasting unemployment rates with google searches: Evidence from the visegrad group countries J Pavlicek, L Kristoufek PloS one 10 (5), e0127084, 2015 | 61 | 2015 |