Number of the records: 1

Multifractal Height Cross-Correlation Analysis

SYSNO	0367954
Title	Multifractal Height Cross-Correlation Analysis
Author(s)	Krištoufek, Ladislav (UTIA-B) [E]_{RID, ORCID}
Source Title	Mathematical Methods in Economics 2011. S. 1-19. - Prague : Proffesional publishing, 2011
Conference	Mathematical Methods in Economics 2011, Jánska Dolina, 06.09.2011-09.09.2011
Document Type	Konferenční příspěvek (zahraniční konf.)
Grant	118310, CZ - Czech Republic
	GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
	GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
Institutional support	UTIA-B - RVO:67985556
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	cross-correlations * multifractality * long-range dependence
URL	http://library.utia.cas.cz/separaty/2012/E/kristoufek-0367954.pdf
Permanent Link	http://hdl.handle.net/11104/0202449

Number of the records: 1