output
20052026
most citedWhat are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis

999 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2016 · q-fin.STShow all

2 papers · 2 filters

q-fin.ST2016★ 22 cited

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

Ladislav Kristoufek

We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical…

q-fin.ST2016★ 15 cited

Power-law cross-correlations estimation under heavy tails

Ladislav Kristoufek

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analys…