Search results
- 1.0507285 - ÚTIA 2020 NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Commodity futures and market efficiency.
Energy Economics. Roč. 42, č. 1 (2014), s. 50-57. ISSN 0140-9883. E-ISSN 1873-6181
R&D Projects: GA ČR GA402/09/0965
Grant - others:GA ČR(CZ) GAP402/11/0948
Institutional support: RVO:67985556
Keywords : Commodities * Long-term memory * Fractal dimension
OECD category: Applied Economics, Econometrics
Impact factor: 2.708, year: 2014
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507285.pdf
Permanent Link: http://hdl.handle.net/11104/0298748 - 2.0507284 - ÚTIA 2020 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Gold, currencies and market efficiency.
Physica. A : Statistical Mechanics and its Applications. Roč. 449, č. 1 (2016), s. 27-34. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Efficient market hypothesis * Gold * Currencies * Fractal dimension * Entropy * Long-term memory
OECD category: Finance
Impact factor: 2.243, year: 2016
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507284.pdf https://www.sciencedirect.com/science/article/pii/S0378437115011036
Permanent Link: http://hdl.handle.net/11104/0298750 - 3.0455876 - ÚTIA 2017 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Gold, currencies and market efficiency.
Physica. A : Statistical Mechanics and its Applications. Roč. 449, č. 1 (2016), s. 27-34. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Efficient market hypothesis, * Gold * Currencies, * Fractal dimension * Entropy * Long-Term memory
Subject RIV: AH - Economics
Impact factor: 2.243, year: 2016
http://library.utia.cas.cz/separaty/2016/E/kristoufek-0455876.pdf
Permanent Link: http://hdl.handle.net/11104/0257096 - 4.0452317 - ÚTIA 2016 RIV NL eng J - Journal Article
Krištoufek, Ladislav
Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components.
Physica. A : Statistical Mechanics and its Applications. Roč. 428, č. 1 (2015), s. 194-205. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GP14-11402P
Institutional support: RVO:67985556
Keywords : Online searches * Google Trends * Long-term memory * Cross-correlations * Volatility * Traded volume
Subject RIV: AH - Economics
Impact factor: 1.785, year: 2015
http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452317.pdf
Permanent Link: http://hdl.handle.net/11104/0253708 - 5.0452316 - ÚTIA 2016 RIV NL eng J - Journal Article
Krištoufek, Ladislav
On the interplay between short and long term memory in the power-law cross-correlations setting.
Physica. A : Statistical Mechanics and its Applications. Roč. 421, č. 1 (2015), s. 218-222. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GP14-11402P
Institutional support: RVO:67985556
Keywords : Power-law cross-correlations * Long term memory * Short term memory
Subject RIV: AH - Economics
Impact factor: 1.785, year: 2015
http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452316.pdf
Permanent Link: http://hdl.handle.net/11104/0253710 - 6.0433533 - ÚTIA 2015 RIV NL eng J - Journal Article
Krištoufek, Ladislav
Measuring correlations between non-stationary series with DCCA coefficient.
Physica. A : Statistical Mechanics and its Applications. Roč. 402, č. 1 (2014), s. 291-298. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GP14-11402P
Grant - others:GA ČR(CZ) GAP402/11/0948
Program: GA
Institutional support: RVO:67985556
Keywords : power-law cross-correlations * long-term memory * econophysics
Subject RIV: AH - Economics
Impact factor: 1.732, year: 2014
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0433533.pdf
Permanent Link: http://hdl.handle.net/11104/0237764 - 7.0433531 - ÚTIA 2015 RIV NL eng J - Journal Article
Krištoufek, Ladislav
Leverage effect in energy futures.
Energy Economics. Roč. 45, č. 1 (2014), s. 1-9. ISSN 0140-9883. E-ISSN 1873-6181
R&D Projects: GA ČR(CZ) GP14-11402P
Grant - others:GA ČR(CZ) GAP402/11/0948
Program: GA
Institutional support: RVO:67985556
Keywords : energy commodities * leverage effect * volatility * long-term memory
Subject RIV: AH - Economics
Impact factor: 2.708, year: 2014
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0433531.pdf
Permanent Link: http://hdl.handle.net/11104/0237768 - 8.0433530 - 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 - 9.0427660 - ÚTIA 2015 RIV CZ eng J - Journal Article
Krištoufek, Ladislav - Luňáčková, P.
Long-term memory in electricity prices: Czech market evidence.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 63, č. 5 (2013), s. 407-424. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR GA402/09/0965
Grant - others:GA ČR(CZ) GAP402/11/0948
Program: GA
Institutional support: RVO:67985556
Keywords : electricity * long-term memory
Subject RIV: AH - Economics
Impact factor: 0.358, year: 2013
http://library.utia.cas.cz/separaty/2014/E/kristoufek-0427660.pdf
Permanent Link: http://hdl.handle.net/11104/0233196 - 10.0420811 - ÚTIA 2015 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Commodity futures and market efficiency.
Energy Economics. Roč. 42, č. 1 (2014), s. 50-57. ISSN 0140-9883. E-ISSN 1873-6181
R&D Projects: GA ČR GA402/09/0965
Grant - others:GA ČR(CZ) GAP402/11/0948
Program: GA
Institutional support: RVO:67985556
Keywords : commodities * efficiency * entropy * long-term memory * fractal dimension
Subject RIV: AH - Economics
Impact factor: 2.708, year: 2014
http://library.utia.cas.cz/separaty/2013/E/kristoufek-0420811.pdf
Permanent Link: http://hdl.handle.net/11104/0227928