Search results
- 1.0533622 - ÚTIA 2021 RIV CH eng J - Journal Article
Avdulaj, Krenar - Krištoufek, Ladislav
On Tail Dependence and Multifractality.
Mathematics. Roč. 8, č. 10 (2020), č. článku 1767. E-ISSN 2227-7390
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : multifractality * tail dependence * serial correlation * copulas
OECD category: Economic Theory
Impact factor: 2.258, year: 2020
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2020/E/kristoufek-0533622.pdf https://www.mdpi.com/2227-7390/8/10/1767
Permanent Link: http://hdl.handle.net/11104/0312007 - 2.0377094 - ÚTIA 2013 RIV NL eng J - Journal Article
Baruník, Jozef - Aste, T. - Di Matteo, T. - Liu, R.
Understanding the source of multifractality in financial markets.
Physica. A : Statistical Mechanics and its Applications. Roč. 391, č. 17 (2012), s. 4234-4251. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR GA402/09/0965
Institutional research plan: CEZ:AV0Z10750506
Keywords : Multifractality * Financial markets * Hurst exponent
Subject RIV: AH - Economics
Impact factor: 1.676, year: 2012
http://www.sciencedirect.com/science/article/pii/S0378437112002890
Permanent Link: http://hdl.handle.net/11104/0209346 - 3.0367954 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Krištoufek, Ladislav
Multifractal Height Cross-Correlation Analysis.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 1-19. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Jánska Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045
Grant - others:GAUK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Institutional support: RVO:67985556
Keywords : cross-correlations * multifractality * long-range dependence
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2012/E/kristoufek-0367954.pdf
Permanent Link: http://hdl.handle.net/11104/0202449 - 4.0364573 - ÚTIA 2013 RIV GB eng J - Journal Article
Krištoufek, Ladislav
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations.
EPL. Roč. 95, č. 6 (2011), 68001/1-68001/6. ISSN 0295-5075. E-ISSN 1286-4854
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045
Grant - others:GA UK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Keywords : cross-correlations * multifractality
Subject RIV: AH - Economics
Impact factor: 2.171, year: 2011
http://library.utia.cas.cz/separaty/2011/E/kristoufek-0364573.pdf
Permanent Link: http://hdl.handle.net/11104/0200024 - 5.0343542 - ÚTIA 2011 CZ eng V - Research Report
Krištoufek, Ladislav
Multifractal height cross-correlation analysis.
Praha: ÚTIA AV ČR, 2010. 17 s. Research Report, 2281.
R&D Projects: GA ČR(CZ) GD402/09/H045; GA ČR(CZ) GA402/09/0965
Grant - others:GA UK(CZ) 118310
Institutional research plan: CEZ:AV0Z10750506
Keywords : multifractality * long-range dependence * cross-correlations
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kristoufek-multifractal height cross-correlation analysis.pdf
Permanent Link: http://hdl.handle.net/11104/0185995File Download Size Commentary Version Access 0343542.pdf 1 891 KB Other open-access - 6.0091239 - ÚFA 2008 RIV CZ cze C - Conference Paper (international conference)
Šauli, Petra - Abry, P. - Cosson, X. - Roux, S.
Invariance délek v ionosféře.
[Scale invariance in the ionosphere.]
Člověk ve svém pozemském a kosmickém prostředí; Bulletin referátů z konference. Úpice: Hvězdárna v Úpici, 2007 - (Marková, E.), s. 113-118. ISBN 80-86303-10-1.
[Člověk ve svém pozemském a kosmickém prostředí /27./. Úpice (CZ), 16.05.2006-18.05.2006]
R&D Projects: GA ČR GA205/06/1619
Institutional research plan: CEZ:AV0Z30420517
Keywords : Ionosphere * scaling * selfsimilarity * multifractality
Subject RIV: DG - Athmosphere Sciences, Meteorology
Permanent Link: http://hdl.handle.net/11104/0151882