Classes
Publications
- Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Measuring capital market efficiency: Global and local correlations structure2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Can Google Trends search queries contribute to risk diversification?2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Capital markets efficiency: fractal dimension, Hurst exponent and entropy2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Measuring capital market efficiency with tools of statistical physics2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity2012 | Faculty of Social Sciences
- Safe havens for Bitcoin2023 | Faculty of Mathematics and Physics
- Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges2023 | Publication without faculty affiliation
- Will Bitcoin ever become less volatile?2023 | Publication without faculty affiliation
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