Ladislav Kristoufek

According to our database, Ladislav Kristoufek authored at least 7 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2024

Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies.

Elie Bouri, Ladislav Kristoufek, Tanveer Ahmad, Syed Jawad Hussain Shahzad

Ann. Oper. Res., March, 2024

2020

Pairs Trading in Cryptocurrency Markets.

Miroslav Fil, Ladislav Kristoufek

IEEE Access, 2020

2018

Herding, minority game, market clearing and efficient markets in a simple spin model framework.

Ladislav Kristoufek, Miloslav Vosvrda

Commun. Nonlinear Sci. Numer. Simul., 2018

2017

Fractal approach towards power-law coherency to measure cross-correlations between time series.

Ladislav Kristoufek

Commun. Nonlinear Sci. Numer. Simul., 2017

2016

Estimating suicide occurrence statistics using Google Trends.

Ladislav Kristoufek, Helen Susannah Moat, Tobias Preis

EPJ Data Sci., 2016

Power-law cross-correlations estimation under heavy tails.

Ladislav Kristoufek

Commun. Nonlinear Sci. Numer. Simul., 2016

2012

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

Ladislav Kristoufek

Adv. Complex Syst., 2012