Košík

0497835 - ÚTIA 2019 RIV GB eng J - Článek v odborném periodiku
Krištoufek, Ladislav
Fractality in market risk structure: Dow Jones Industrial components case.
Chaos Solitons & Fractals. Roč. 110, č. 1 (2018), s. 69-75. ISSN 0960-0779. E-ISSN 1873-2887
Grant CEP: GA ČR(CZ) GJ17-12386Y
Institucionální podpora: RVO:67985556
Klíčová slova: Capital asset pricing model * Scaling * Detrended cross-correlation analysis * Detrending moving-average cross-correlation analysis
Obor OECD: Applied Economics, Econometrics
Impakt faktor: 3.064, rok: 2018
http://library.utia.cas.cz/separaty/2018/E/kristoufek-0497835.pdf
Trvalý link: http://hdl.handle.net/11104/0290651