Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Ladislav Krištoufek"'
Autor:
Ladislav Kristoufek
Publikováno v:
Financial Innovation, Vol 8, Iss 1, Pp 1-26 (2022)
Abstract We examine the interactions between stablecoins, Bitcoin, and a basket of altcoins to uncover whether stablecoins represent the investors’ demand for trading and investing into cryptoassets or rather play a role as boosting mechanisms duri
Externí odkaz:
https://doaj.org/article/45bd60f199904c5ea4d31752ad0d7a68
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-23 (2021)
Abstract The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 outbreak. To this end, we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by b
Externí odkaz:
https://doaj.org/article/5f457692b3ee494eb6e25bbb05cf6383
Publikováno v:
PLoS ONE, Vol 17, Iss 11, p e0277924 (2022)
Interactions between stock and cryptocurrency markets have experienced shifts and changes in their dynamics. In this paper, we study the connection between S&P500 and Bitcoin in higher-order moments, specifically up to the fourth conditional moment,
Externí odkaz:
https://doaj.org/article/81311f9bf4e54c948a1d042768d6dbb5
Autor:
Miroslav Fil, Ladislav Kristoufek
Publikováno v:
IEEE Access, Vol 8, Pp 172644-172651 (2020)
Pairs trading is a strategy based on exploiting mean reversion in prices of securities. Even though these strategies have been shown to perform well for equities, their performance is unknown for the field of cryptocurrencies, usually perceived as in
Externí odkaz:
https://doaj.org/article/8fbfa5ffeaae44a5a4c635f23f5ca05c
Autor:
Ladislav Kristoufek
Publikováno v:
Frontiers in Physics, Vol 8 (2020)
Bitcoin being a safe-haven asset is one of the traditional stories in the cryptocurrency community. However, during its existence and relevant presence, i.e., approximately since 2013, there has been no severe situation on the financial markets globa
Externí odkaz:
https://doaj.org/article/6f10b512f23c4c798e0e555bdcad0587
Publikováno v:
EPJ Data Science, Vol 5, Iss 1, Pp 1-12 (2016)
Abstract Data on the number of people who have committed suicide tends to be reported with a substantial time lag of around two years. We examine whether online activity measured by Google searches can help us improve estimates of the number of suici
Externí odkaz:
https://doaj.org/article/6519ef6027d7412da6f9fbc64d3589fe
Autor:
Krenar Avdulaj, Ladislav Kristoufek
Publikováno v:
Mathematics, Vol 8, Iss 10, p 1767 (2020)
We study whether, and if yes then how, a varying auto-correlation structure in different parts of distributions is reflected in the multifractal properties of a dynamic process. Utilizing the quantile autoregressive process with Gaussian copula using
Externí odkaz:
https://doaj.org/article/2cb661ceb7d54c60b300a190e80dc716
Autor:
Jaroslav Pavlicek, Ladislav Kristoufek
Publikováno v:
PLoS ONE, Vol 10, Iss 5, p e0127084 (2015)
The online activity of Internet users has repeatedly been shown to provide a rich information set for various research fields. We focus on job-related searches on Google and their possible usefulness in the region of the Visegrad Group--the Czech Rep
Externí odkaz:
https://doaj.org/article/5344adc5dd6e49ff9bca7de09465d831
Autor:
Ladislav Kristoufek
Publikováno v:
PLoS ONE, Vol 10, Iss 4, p e0123923 (2015)
The Bitcoin has emerged as a fascinating phenomenon in the Financial markets. Without any central authority issuing the currency, the Bitcoin has been associated with controversy ever since its popularity, accompanied by increased public interest, re
Externí odkaz:
https://doaj.org/article/5facfdfaec404210aa7d41000f468ac1
Publikováno v:
Agricultural Economics (AGRICECON), Vol 67, Iss 10, Pp 399-408 (2021)
This article investigates the connections among the prices of biofuels, agricultural commodities and other relevant assets in Europe, the US, and Brazil. The analysis includes a comprehensive data set covering price data for 38 traded titles during t
Externí odkaz:
https://doaj.org/article/814847aeac72415c950b8dacf57e68b4