88 citations · 88 across the 1 of their papers we have counts for
6 papers
Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics
Ladislav Kristoufek
Bitcoin being a safe haven asset is one of the traditional stories in the cryptocurrency community. However, during its existence and relevant presence, i.e. approximately since 20…
Power-law cross-correlations: Issues, solutions and future challenges
Ladislav Kristoufek
Analysis of long-range dependence in financial time series was one of the initial steps of econophysics into the domain of mainstream finance and financial economics in the 1990s.…
Has global warming modified the relationship between sunspot numbers and global temperatures?
Ladislav Kristoufek
We study time evolution of the relationship between sunspot numbers and global temperatures between 1880 and 2016 using wavelet coherence framework. The results suggest that the re…
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…
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…
Gold, currencies and market efficiency
Ladislav Kristoufek, Miloslav Vosvrda
Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. B…