- Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals2010 | Publication without faculty affiliation
- Classical and modified rescaled range analysis: sampling properties under heavy tailsPublication without faculty affiliation
- How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- On spurious anti-persistence in the US stock indices2010 | Publication without faculty affiliation
- Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures2021 | Publication without faculty affiliation
- Are the crude oil markets really becoming more efficient over time? Some new evidence2019 | Publication without faculty affiliation
- Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New EvidencePublication without faculty affiliation