Search results
- 1.0577571 - ÚTIA 2024 CZ eng V - Research Report
Šíla, Jan - Kočenda, Evžen - Kukačka, Jiří - Krištoufek, Ladislav
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness.
IES UK: IES UK, 2023. 28 s. IES Working Papers, 24/2023.
R&D Projects: GA ČR GA23-06606S
Institutional support: RVO:67985556
Keywords : Volatility * Dynamic connectedness * Asymmetric effects * Cryptocurrency
OECD category: Finance
http://library.utia.cas.cz/separaty/2023/E/kocenda-0577571.pdf
Permanent Link: https://hdl.handle.net/11104/0347641 - 2.0343542 - 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 - 3.0333548 - ÚTIA 2010 CZ eng V - Research Report
Baruník, Jozef - Krištoufek, Ladislav
On Hurst exponent estimation under heavy-tailed distributions.
[Výběrové vlastnosti Odhadů Hurstova exponentu na datech s težkými chvosty.]
Praha: ÚTIA AV ČR, 2009. 14 s. Research Report, 2267.
R&D Projects: GA ČR GD402/09/H045; GA ČR GA402/09/0965
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : Hurst exponent * heavy tails * detrended fluctuation analysis * rescaled range method
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0178499