Ladislav Kristoufek

Institute of Information Theory and Automation, Prague

Pod vodarenskou vezi 4

Praha, CZ-18208

Czech Republic

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

SCHOLARLY PAPERS

6

DOWNLOADS

669

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Fundamental and Speculative Components of the Cryptocurrency Pricing Dynamics

This is a pre-print of an article published in Financial Innovation (2023). The final authenticated version is available online at DOI: doi.org/10.1186/s40854-023-00465-7 (Open Access)
Number of pages: 24 Posted: 24 Jun 2022 Last Revised: 15 May 2024
Jiri Kukacka, Ladislav Kristoufek and Ladislav Kristoufek
Charles University - Institute of Economic Studies and Institute of Information Theory and Automation, PragueCharles University in Prague
Downloads 236 (240,873)
Citation 1

Abstract:

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cryptocurrency, Bitcoin, cusp catastrophe model, crash

2.

Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness

This research has been published in IES Working Papers, 24/2023, by the Institute of Economic Studies, Charles University: ies.fsv.cuni.cz/en/veda-vyzkum/working-papers/6779
Number of pages: 45 Posted: 29 Jul 2023 Last Revised: 22 May 2024
Jan Sila, Evžen Kočenda, Ladislav Kristoufek, Ladislav Kristoufek and Jiri Kukacka
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies, Institute of Information Theory and Automation, PragueCharles University in Prague and Charles University - Institute of Economic Studies
Downloads 146 (369,044)

Abstract:

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volatility, dynamic connectedness, asymmetric effects, cryptocurrency

3.

Do ‘Complex’ Financial Models Really Lead to Complex Dynamics? Agent-Based Models and Multifractality

This is a pre-print of an article published in the Journal of Economic Dynamics and Control (2020). The final authenticated version is available online at DOI: doi.org/10.1016/j.jedc.2020.103855
Number of pages: 32 Posted: 30 Jul 2019 Last Revised: 29 Jan 2023
Jiri Kukacka, Ladislav Kristoufek and Ladislav Kristoufek
Charles University - Institute of Economic Studies and Institute of Information Theory and Automation, PragueCharles University in Prague
Downloads 104 (476,979)
Citation 13

Abstract:

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complex systems, financial agent-based models, time series analysis, multifractal analysis, detrended fluctuation analysis

4.

Does parameterization affect the complexity of agent-based models?

This is a pre-print of an article published in the Journal of Economic Behavior & Organization (2021). The final authenticated version is available online at DOI: doi.org/10.1016/j.jebo.2021.10.007
Number of pages: 46 Posted: 19 Aug 2020 Last Revised: 30 Jan 2023
Jiri Kukacka, Ladislav Kristoufek and Ladislav Kristoufek
Charles University - Institute of Economic Studies and Institute of Information Theory and Automation, PragueCharles University in Prague
Downloads 86 (539,315)
Citation 2

Abstract:

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financial agent-based models, parameterization, complex systems, multifractal sensitivity analysis, detrended fluctuation analysis

5.

Time-Frequency Dynamics of Bio-Fuels-Food System

CAMA Working Paper 27/2013
Number of pages: 20 Posted: 08 Jun 2013
Lukas Vacha, Karel Janda, Ladislav Kristoufek, Ladislav Kristoufek and David Zilberman
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Institute of Information Theory and Automation, PragueCharles University in Prague and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 51 (708,676)

Abstract:

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biofuels, prices, correlations, wavelet coherence

6.

Time-Frequency Dynamics of Biofuels-Fuels-Food System

Number of pages: 20 Posted: 16 May 2013
Lukas Vacha, Karel Janda, Ladislav Kristoufek, Ladislav Kristoufek and David Zilberman
Charles University in Prague, Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Institute of Information Theory and Automation, PragueCharles University in Prague and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 46 (740,397)
Citation 1

Abstract:

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biofuels, prices, correlations, wavelet coherence