Ladislav Krištoufek
Professor
Department of Econometrics
Institute of Information Theory and Automation of the CAS
Czech Republic
Biography
Ladislav Krištoufek working as research associate in the Department of Econometrics. Current Ph.D students: Astakhov Anton Baniar Matúš DvoÃ…â„¢áková Lenka Hanousek Milan Šopov Daniel List of projects: Bivariate long memory analysis of financial time series - 01.01.2014 - 31.12.2016 List of university courses: Econometrics I Nonlinear Dynamic Economic Systems: Theory and Applications
Research Interest
Finance econometrics, econophysics, complex systems, big data
Publications
-
Kristoufek L. Power-law cross-correlations estimation under heavy tails. Communications in Nonlinear Science and Numerical Simulation. 2016 Nov 30;40:163-72.
-
Kristoufek L. Fractal approach towards power-law coherency to measure cross-correlations between time series. Communications in Nonlinear Science and Numerical Simulation. 2017 Sep 30;50:193-200.
-
Kristoufek L, Vosvrda M. Herding, minority game, market clearing and efficient markets in a simple spin model framework. Communications in Nonlinear Science and Numerical Simulation. 2018 Jan 1;54:148-55.
