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Ladislav Krištoufek

Professor
Department of Econometrics
Institute of Information Theory and Automation of the CAS
Czech Republic

Professor Business and Management
Biography

Ladislav Krištoufek working as research associate in the Department of Econometrics. Current Ph.D students: Astakhov Anton Baniar Matúš DvoÅ™áková Lenka Hanousek Milan Šopov Daniel List of projects: Bivariate long memory analysis of financial time series - 01.01.2014 - 31.12.2016 List of university courses: Econometrics I Nonlinear Dynamic Economic Systems: Theory and Applications

Research Intrest

Finance econometrics, econophysics, complex systems, big data

List of Publications
Kristoufek L. Power-law cross-correlations estimation under heavy tails. Communications in Nonlinear Science and Numerical Simulation. 2016 Nov 30;40:163-72.
Kristoufek L. Fractal approach towards power-law coherency to measure cross-correlations between time series. Communications in Nonlinear Science and Numerical Simulation. 2017 Sep 30;50:193-200.
Kristoufek L, Vosvrda M. Herding, minority game, market clearing and efficient markets in a simple spin model framework. Communications in Nonlinear Science and Numerical Simulation. 2018 Jan 1;54:148-55.

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