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Prof. PhDr. Ladislav Krištoufek, Ph.D.

Position
Senior research fellow
Department
Department of Econometrics
Mail
Room
219
Phone
266052243
Research interests
Finance econometrics, econophysics, complex systems, big data
Publications ÚTIA
list
Submitted by dostalova on

"Deep dive into decentralized finance: Market microstructure, and behavioral and psychological patterns"

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Department of Econometrics

Cryptoassets: Pricing, Interconnectedness, Mining, and their Interactions

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Department of Econometrics
The project focuses on analysis of specific aspects of cryptoassets (cryptocurrencies), specifically on three main branches of research. First, we study the cryptoassets pricing mechanisms, mainly…

Multifractal analysis in finance: Extreme events, portfolio and risk management, and market complexity

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Department of Econometrics
The project focuses on utilization of multifractal framework in finance and financial economics. Specifically, we focus on three main branches of research. First, we examine how occurrence of…

Bivariate long memory analysis of financial time series

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Department of Econometrics
The project focuses on analysis of financial time series in a framework of bivariate long memory with a special attention on power-law decaying cross-correlation function and its implications for…
Jan Šíla MSc.