Percorrer por autor "Kristoufek, Ladislav"
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- Capital asset pricing model in Portugal: Evidence from fractal regressionsPublication . Kristoufek, Ladislav; Ferreira, Paulo
- DCCA and DMCA correlations of cryptocurrency marketsPublication . Ferreira, Paulo; Kristoufek, Ladislav; Pereira, Eder Johnson de Area Leão
- Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regressionPublication . TILFANI, Oussama; Kristoufek, Ladislav; Ferreira, Paulo; El Boukfaoui, My Youssef
- Uncovered interest rate parity through the lens of fractal methods: Evidence from the European UnionPublication . Ferreira, Paulo; Kristoufek, Ladislav
- What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressionsPublication . Ferreira, Paulo; Kristoufek, Ladislav