Lidé na fakultě

doc. PhDr. Ladislav Krištoufek, Ph.D.

Působiště:

  • Katedra financí a kapitálových trhů
  • Kolegium děkana

E-mail: ladislav.kristoufek@fsv.cuni.cz

Telefon: +420 222 112 312

Místnost: č. O406, Opletalova 26

  • doc. PhDr. Ladislav Krištoufek, Ph.D., Long-range dependence in returns and volatility of Central European Stock Indices. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Long-range dependence in returns and volatility of Central European Stock Indices. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., On Hurst exponent estimation under heavy-tailed distributions. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Local scaling properties and market turning points at Prague Stock Exchange. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Local scaling properties and market turning points at Prague Stock Exchange. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., On spurious anti-persistence in the US stock indices. 2010.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Classical and modified rescaled range analysis : sampling properties under heavy tails. 2009.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Modeling the environmental and socio-economic impacts of biofuels. 2011.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent. 2011.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Multifractal height cross-correlation analysis. 2011.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data. 2011.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations. 2011.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Biofuels: Review of Policies and Impacts. 2011.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Measuring capital market efficiency: Global and local correlations structure. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Exponential and power laws in public procurement markets. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Efektivita kapitálových trhů: fraktální dimenze, Hurstův exponent a entropie. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Biofuels: Impacts and Policies. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Measuring capital market efficiency with tools of statistical physics. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Correlations between biofuels and related commodities before and during the food crisis: a taxonomy perspective. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Correlations between biofuels and related commodities: A taxonomy perspective. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Regime-dependent topological properties of biofuels networks. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Mutual Responsiveness of Biofuels, Fuels and Food Prices. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Correlations Between Biofuels and Related Commodities Before and During the Food Crisis: A Taxonomy Perspective. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Correlations between biofuels and related commodities: a taxonomy perspective. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Time-Frequency Dynamics of Biofuels-Fuels-Food System. 2012.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Time-frequency dynamics of biofuel-fuel-food system. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Public Policies on Biofuels in the Context of Energy Security. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Non-linear Price Transmission between Biofuels, Fuels and Food Commodities. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Non-linear price transmission between biofuels, fuels and food commodities. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Time-Frequency Dynamics of Biofuels-Fuels-Food System. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Provázanost trhu potravin, biopaliv a fosilních paliv. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Can Google Trends search queries contribute to risk diversification?. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Mixed-correlated ARFIMA processes for power-law cross-correlations. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Testing power-law cross-correlations: rescaled covariance test. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Long-term Memory in Electricity Prices: Czech Market Evidence. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era. 2013.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Price transmission between biofuels, fuels, and food commodities. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., The perspectives for genetically modified cellulosic biofuels in the Central European conditions. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Finite sample properties of power-law cross-correlations estimators. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Commodity futures and market efficiency. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Detrending moving-average cross-correlation coefficient : Measuring cross-correlations between non-stationary series. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Leverage effect in energy futures. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Measuring correlations between non-stationary series with DCCA coefficient. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Modelování provázanosti trhů potravin, biopaliv a fosilních paliv. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Price elasticity of household water demand in the Czech Republic. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Spectrum-based estimators of the bivariate Hurst exponent. 2014.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Worldwide clustering of the corruption perception. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., On the interplay between short and long term memory in the power-law cross-correlations setting. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets. 2015.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Power-law cross-correlations estimation under heavy tails. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Foods, Fuels or Finances: Which Prices Matter for Biofuels?. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Comovements of ethanol-related prices: evidence from Brazil and the USA. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Scaling of Dependence between Foreign Exchange Rates and Stock Markets in Central Europe. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Herding, minority game, market clearing and efficient markets in a simple spin model framework. 2018.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Estimating suicide occurrence statistics using Google Trends. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Dynamics and evolution of the role of biofuels in global commodity and financial markets. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Has global warming modified the relationship between sunspot numbers and global temperatures?. 2017.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Capital market efficiency in the Ising model environment: Local and global effects. 2016.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Does solar activity affect human happiness?. 2018.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., On Bitcoin markets (in)efficiency and its evolution. 2018.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů. 2018.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Prices of Biofuels and Related Commodities: An Example of Combined Economics and Graph Theory Approach. 2017.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Food versus Fuel: An Updated and Expanded Evidence. 2017.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Food versus fuel: An updated and expanded evidence. 2017.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Herding, minority game, market clearing and efficient markets in a simple spin model framework. 2017.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Are the crude oil markets really becoming more efficient over time? Some new evidence. 2018.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., The Relationship Between Fuel, Biofuel and Food Prices: Methods and Outcomes. 2018.
  • doc. PhDr. Ladislav Krištoufek, Ph.D., Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. 2018.