4. Economy
  5. Quantitative Finance
  6. Statistical Finance

Ladislav Kristoufek

Economy – Quantitative Finance – Statistical Finance

Scientist

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Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study

Economy – Quantitative Finance – Statistical Finance
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Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

Economy – Quantitative Finance – Statistical Finance
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On Hurst exponent estimation under heavy-tailed distributions

Economy – Quantitative Finance – Statistical Finance
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