Access Statistics for Ladislav Krištoufek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classical and modified rescaled range analysis: Sampling properties under heavy tails 11 11 11 11 2 2 2 2
Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range 3 6 11 11 13 26 41 41
Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009 1 2 2 2 5 16 18 18
R/S analysis and DFA: finite sample properties and confidence intervals 5 10 19 19 16 44 58 58
Total Working Papers 20 29 43 43 36 88 119 119


Statistics updated 2009-12-07