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Information about:
Ladislav Kristoufek
(Ladislav Krištoufek)

Personal Details | Affiliation | Works
This is information that was supplied by Ladislav Kristoufek in registering through RePEc. If you are Ladislav Kristoufek , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ladislav
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Last Name: Kristoufek
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RePEc Short-ID: pkr148

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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Kristoufek, Ladislav, 2009. "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper 16446, University Library of Munich, Germany. [Downloadable!]

  2. Ladislav Kristoufek, 2009. "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES 2009/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2009. [Downloadable!]

  3. Kristoufek, Ladislav, 2009. "Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range," MPRA Paper 16424, University Library of Munich, Germany. [Downloadable!]

  4. Kristoufek, Ladislav, 2009. "Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009
    [Long-term memory and its evolution in returns of PX between 1999 and 2009]    ," MPRA Paper 16435, University Library of Munich, Germany. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2009-08-02 2009-08-02 Author is listed
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This page was last updated on 2009-11-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.