Košík

0395342 - ÚTIA 2014 RIV NL eng J - Článek v odborném periodiku
Krištoufek, Ladislav
Mixed-correlated ARFIMA processes for power-law cross-correlations.
Physica. A : Statistical Mechanics and its Applications. Roč. 392, č. 24 (2013), s. 6484-6493. ISSN 0378-4371. E-ISSN 1873-2119
Grant CEP: GA ČR GA402/09/0965
Institucionální podpora: RVO:67985556
Klíčová slova: power-law cross-correlations * long-term memory * econophysics
Kód oboru RIV: AH - Ekonomie
Impakt faktor: 1.722, rok: 2013
http://library.utia.cas.cz/separaty/2013/E/kristoufek-mixed-correlated arfima processes for power-law cross-correlations.pdf
Trvalý link: http://hdl.handle.net/11104/0223794