most citedLeverage effect in energy futures

194 citations · 354 across the 5 of their papers we have counts for

collaborators

5 papers

physics.data-an201422 cited

Finite sample properties of power-law cross-correlations estimators

Ladislav Kristoufek

We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrendi…

stat.ME201418 cited

On the interplay between short and long term memory in the power-law cross-correlations setting

Ladislav Kristoufek

We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay…

q-fin.ST201419 cited

Spectrum-based estimators of the bivariate Hurst exponent

Ladislav Kristoufek

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local -Whittle estimators -- as generali…

q-fin.ST2014194 cited

Leverage effect in energy futures

Ladislav Kristoufek

We propose a comprehensive treatment of the leverage effect, i.e. the relationship between returns and volatility of a specific asset, focusing on energy commodities futures, namel…

q-fin.ST2012101 cited

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

Ladislav Kristoufek

We investigate whether fractal markets hypothesis and its focus on liquidity and invest- ment horizons give reasonable predictions about dynamics of the financial markets during th…