Classes
Publications
- Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Testing power-law cross-correlations: rescaled covariance test2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Multifractal height cross-correlation analysis2011 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Long-range dependence in returns and volatility of Central European Stock Indices2010 | Faculty of Mathematics and Physics
- Long-range dependence in returns and volatility of Central European Stock IndicesPublication without faculty affiliation
- 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
Loading network view...