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0472030 - ÚTIA 2017 RIV NL eng J - Journal Article
Krištoufek, Ladislav
Power-law cross-correlations estimation under heavy tails.
Communications in Nonlinear Science and Numerical Simulation. Roč. 40, č. 1 (2016), s. 163-172. ISSN 1007-5704. E-ISSN 1878-7274
R&D Projects: GA ČR(CZ) GP14-11402P
Institutional support: RVO:67985556
Keywords : Power-law cross-correlations * Heavy tails * Monte Carlo study
Subject RIV: AH - Economics
Impact factor: 2.784, year: 2016
http://library.utia.cas.cz/separaty/2016/E/kristoufek-0472030.pdf
Permanent Link: http://hdl.handle.net/11104/0269402