doc. PhDr. Ladislav Krištoufek, Ph.D.

Monografie

Kapitoly v monografiích

Články

• KRISTOUFEK, Ladislav — Pavla Bláhová, Karel Janda The perspectives for genetically modified cellulosic biofuels in the Central European conditions (2014) pp. 247-259
• KRISTOUFEK, Ladislav Spectrum-based estimators of the bivariate Hurst exponent (2014) pp. nestránkováno
• KRISTOUFEK, Ladislav Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales (2015) pp. nestránkováno
• KRISTOUFEK, Ladislav Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? (2015) pp. 124-127
• KRISTOUFEK, Ladislav On the interplay between short and long term memory in the power-law cross-correlations setting (2015) pp. 218-222
• KRISTOUFEK, Ladislav What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015) pp. nestránkováno
• KRISTOUFEK, Ladislav Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries (2015) pp. nestránkováno
• KRISTOUFEK, Ladislav — Michal Paulus Worldwide clustering of the corruption perception (2015) pp. 351-358
• KRISTOUFEK, Ladislav — Petra Luňáčková Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets (2015) pp. 1-8
• KRISTOUFEK, Ladislav — Tomáš Vakrman Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches (2015) pp. 1-11
• KRISTOUFEK, Ladislav On Bitcoin markets (in)efficiency and its evolution Elsevier B.V. (2018) pp. 257-262
• KRISTOUFEK, Ladislav — Ondřej Filip, Karel Janda Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů PRAGUE: VYSOKA SKOLA EKONOMICKA (2018) pp. 218-239
• KRISTOUFEK, Ladislav — Karel Janda Comovements of ethanol-related prices: evidence from Brazil and the USA (2016) pp. 346-356
• KRISTOUFEK, Ladislav Estimating suicide occurrence statistics using Google Trends (2016) pp. nestránkováno
• KRISTOUFEK, Ladislav Has global warming modified the relationship between sunspot numbers and global temperatures? (2017) pp. 351-358
• KRISTOUFEK, Ladislav — Karel Janda, Ondřej Filip Dynamics and evolution of the role of biofuels in global commodity and financial markets (2016) pp. 1-9
• KRISTOUFEK, Ladislav Does solar activity affect human happiness? (2018) pp. 47-53
• KRISTOUFEK, Ladislav — Ondřej Filip, Karel Janda Food versus fuel: An updated and expanded evidence (2019) pp. 152-166
• KRISTOUFEK, Ladislav — Jiří Kukačka Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality (2020) pp. 1-23
• KRISTOUFEK, Ladislav Is Bitcoin a better safe-haven investment than gold and commodities? NEW YORK: ELSEVIER SCIENCE INC (2019) pp. 322-330
• KRISTOUFEK, Ladislav Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)
• KRISTOUFEK, Ladislav Information interdependence among energy, cryptocurrency and major commodity markets (2019) pp. 1042-1055
• KRISTOUFEK, Ladislav Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2020) pp. 212-224
• KRISTOUFEK, Ladislav — Alice Němcová Tejkalová Anything Can Happen in Women's Tennis, or Can It? An Empirical Investigation Into Bias in Sports Journalism (2019) pp. 1-19
• KRISTOUFEK, Ladislav DCCA and DMCA correlations of cryptocurrency markets (2020) pp. 1-8
• KRISTOUFEK, Ladislav Bitcoin and its mining on the equilibrium path (2020) pp. 1-9
• KRISTOUFEK, Ladislav — Karel Janda The Relationship Between Fuel and Food Prices: Methods and Outcomes (2019) pp. 195-216
• KRISTOUFEK, Ladislav Are the crude oil markets really becoming more efficient over time? Some new evidence (2019) pp. 253-263
• KRISTOUFEK, Ladislav Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws (2019) pp. 1-7
• KRISTOUFEK, Ladislav Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series (2014) pp. 169-175
• KRISTOUFEK, Ladislav Leverage effect in energy futures (2014) pp. 1-9
• KRISTOUFEK, Ladislav Measuring correlations between non-stationary series with DCCA coefficient (2014) pp. 291-298
• KRISTOUFEK, Ladislav Finite sample properties of power-law cross-correlations estimators (2015) pp. 513-525
• KRISTOUFEK, Ladislav — Karel Janda Non-linear Price Transmission between Biofuels, Fuels and Food Commodities (2014) pp. 1-28
• KRISTOUFEK, Ladislav — Petra Luňáčková Long-term Memory in Electricity Prices: Czech Market Evidence (2013) pp. 407-424
• KRISTOUFEK, Ladislav Mixed-correlated ARFIMA processes for power-law cross-correlations (2013) pp. 6484-6493
• KRISTOUFEK, Ladislav — Lukáš Vácha, Karel Janda Time-frequency dynamics of biofuel-fuel-food system (2013) pp. 233-241
• KRISTOUFEK, Ladislav Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence (2013) pp. nestránkováno
• KRISTOUFEK, Ladislav Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility (2013) pp. 39-58
• KRISTOUFEK, Ladislav Can Google Trends search queries contribute to risk diversification? (2013) pp. nestránkováno
• KRISTOUFEK, Ladislav Testing power-law cross-correlations: rescaled covariance test (2013) pp. nestránkováno
• KRISTOUFEK, Ladislav BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013) pp. nestránkováno
• KRISTOUFEK, Ladislav — Karel Janda Price transmission between biofuels, fuels, and food commodities (2014) pp. 362-373
• KRISTOUFEK, Ladislav Power-law cross-correlations estimation under heavy tails (2016) pp. 163-172
• KRISTOUFEK, Ladislav — Štěpán Chrz, Karel Janda Modelování provázanosti trhů potravin, biopaliv a fosilních paliv (2014) pp. 117-140
• KRISTOUFEK, Ladislav Local scaling properties and market turning points at Prague Stock Exchange (2010) pp. 1223-1236
• KRISTOUFEK, Ladislav Long-range dependence in returns and volatility of Central European Stock Indices (2010) pp. 50-67
• KRISTOUFEK, Ladislav Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009 (2010) pp. 471-487
• KRISTOUFEK, Ladislav — Jozef Baruník On Hurst exponent estimation under heavy-tailed distributions (2010) pp. 3844-3855
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie (2012) pp. 208-221
• KRISTOUFEK, Ladislav — Karel Janda Biofuels: Impacts and Policies (2012) pp. 372-386
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Commodity futures and market efficiency (2014) pp. 50-57
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy (2014) pp. nestránkováno
• KRISTOUFEK, Ladislav Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity (2012) pp. 1250065_1-1250065_13
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Herding, minority game, market clearing and efficient markets in a simple spin model framework (2018) pp. 148-155
• KRISTOUFEK, Ladislav — Jiří Skuhrovec Exponential and power laws in public procurement markets (2012) pp. 28005_p1-28005_p6
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Measuring capital market efficiency: Global and local correlations structure (2013) pp. 184-193
• KRISTOUFEK, Ladislav How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study (2012) pp. 4252-4260
• KRISTOUFEK, Ladislav — Karel Janda Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (2012) pp. 1380-1391
• KRISTOUFEK, Ladislav Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals (2010) pp. 315-329
• KRISTOUFEK, Ladislav On spurious anti-persistence in the US stock indices (2010) pp. 68-78
• KRISTOUFEK, Ladislav — Karel Janda Regime-dependent topological properties of biofuels networks (2013) pp. 1-12
• KRISTOUFEK, Ladislav Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations (2011) pp. 1-6

Příspěvky v konferenčních sbornících

• KRISTOUFEK, Ladislav Scaling of Dependence between Foreign Exchange Rates and Stock Markets in Central Europe Warsaw: Polish Academy of Sciences, Institute of Physics (2016) pp. 908-912
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Capital market efficiency in the Ising model environment: Local and global effects Liberec: Technical University Liberec (2016) pp. 465-470
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Herding, minority game, market clearing and efficient markets in a simple spin model framework Hradec Králové: University of Hradec Králové (2017) pp. 372-377
• KRISTOUFEK, Ladislav — Karel Janda Public Policies on Biofuels in the Context of Energy Security Praha: Wolters Kluwer (2013) pp. 86-96
• KRISTOUFEK, Ladislav — Kristýna Ivanková, Miloslav Vošvrda Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent Praha: Professional Publishing (2011) pp. 300-305
• KRISTOUFEK, Ladislav Multifractal height cross-correlation analysis Praha: Professional Publishing (2011) pp. 407-412
• KRISTOUFEK, Ladislav — Jozef Baruník, Lukáš Vácha Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data České Budějovice: University of South Bohemia, Faculty of Economics (2010) pp. 12-17
• KRISTOUFEK, Ladislav Local scaling properties and market turning points at Prague Stock Exchange Prague: Oeconomica (2010) pp. 27-36
• KRISTOUFEK, Ladislav Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling? Karviná: Silesian University in Opava (2012) pp. 490-495
• KRISTOUFEK, Ladislav — Miloslav Vošvrda Measuring capital market efficiency with tools of statistical physics Karviná: Silesian University in Opava (2012) pp. 496-501