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Prof. PhDr. Ladislav Krištoufek, Ph.D.

Position
Senior research fellow
Mail
Room
Phone
266052243
Research interests
Finance econometrics, econophysics, complex systems, big data
Publications ÚTIA
Submitted by dostalova on
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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…
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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…
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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.