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Ladislav Kristoufek

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Journal Articles

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2024
[j7]
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  - journals/anor/BouriKAS24
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  - https://dblp.org/rec/journals/anor/BouriKAS24
Elie Bouri, Ladislav Kristoufek, Tanveer Ahmad, Syed Jawad Hussain Shahzad:
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. Ann. Oper. Res. 334(1): 547-573 (2024)
2020
[j6]
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Miroslav Fil, Ladislav Kristoufek:
Pairs Trading in Cryptocurrency Markets. IEEE Access 8: 172644-172651 (2020)
2018
[j5]
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Ladislav Kristoufek, Miloslav Vosvrda:
Herding, minority game, market clearing and efficient markets in a simple spin model framework. Commun. Nonlinear Sci. Numer. Simul. 54: 148-155 (2018)
2017
[j4]
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Ladislav Kristoufek:
Fractal approach towards power-law coherency to measure cross-correlations between time series. Commun. Nonlinear Sci. Numer. Simul. 50: 193-200 (2017)
2016
[j3]
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Ladislav Kristoufek:
Power-law cross-correlations estimation under heavy tails. Commun. Nonlinear Sci. Numer. Simul. 40: 163-172 (2016)
[j2]
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  - journals/epjds/KristoufekMP16
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Ladislav Kristoufek, Helen Susannah Moat, Tobias Preis:
Estimating suicide occurrence statistics using Google Trends. EPJ Data Sci. 5(1): 32 (2016)
2012
[j1]
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  - journals/advcs/Kristoufek12
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Ladislav Kristoufek:
Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. Adv. Complex Syst. 15(6) (2012)

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