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0433530 - ÚTIA 2015 RIV NL eng J - Journal Article
Krištoufek, Ladislav
Finite sample properties of power-law cross-correlations estimators.
Physica. A : Statistical Mechanics and its Applications. Roč. 419, č. 1 (2015), s. 513-525. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GP14-11402P
Keywords : power-law cross-correlations * long-term memory * econophysics
Subject RIV: AH - Economics
Impact factor: 1.785, year: 2015
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0433530.pdf
Permanent Link: http://hdl.handle.net/11104/0237767