Ladislav Krištoufek
Biographic Data
| ID | 4125179 |
|---|---|
| NAME | Ladislav Krištoufek |
| GIVEN NAMES | Ladislav |
| FAMILY NAME | Krištoufek |
| SIGNATURE | KRIŠTOUFEK L |
| AFFILIATIONS | Charles University |
| ORCID | 0000-0003-4843-9373 |
| VERIFIED | Yes |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 6 |
| WORKS AS AUTHOR | 5 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2010 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 2 |
Anything Can Happen in Women’s Tennis, or Can It? An Empirical Investigation Into Bias in Sports Journalism
The claim that “anything is possible in women’s sports” frequently employed by both sports journalists and general audiences highlights the widespread perception of a seemingly uncontested truth about female athletes and their (in)ability to perform consistently at peak levels in comparison to male athletes. We focus on this treatment of female athletes in the world of women’s tennis and contest the “common sense” and “experience” justifications …
Prices of Biofuels and Related Commodities
The article investigates the connections between the prices of biofuels and many traded commodities and other relevant assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 32 relevant traded titles over the period 2003-2015. Main contribution of this article is a combination of minimum spanning tree and hierarchical tree approaches with expert economic understanding of biofuels market leading to iden…
Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets
The interconnections within food, biofuel and fossil fuel markets are first described in the context of biofuels technologies and economic policy framework. Consequently, the econometric analysis consisting of Johansen cointegration, error correction model, vector autoregression and Granger causality is applied to price series of 12 biofuel related commodities. While a number of equilibrium relationships are found across the examined\nmarkets sug…
Capital Markets Efficiency
In this paper, we introduce a new measure of capital market efficiency. For its construction, we use the approaches of fractal dimension, Hurst exponent and entropy. The method is applied on 41 stock indices from the beginning of 2000 till the end of August 2011 and interesting results are found ? the analyzed indices are not self-affine; for the majority of indices, the deviation from the efficient market is dominated by local inefficiencies; an…
Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictabilty in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of 0.5. Therefore, we use moving block bootstrap method for rescaled range and periodogram method. In our analysis of evolution of Hurst exponent between 1997 …
Anything Can Happen in Women’s Tennis, or Can It? An Empirical Investigation Into Bias in Sports Journalism
The claim that “anything is possible in women’s sports” frequently employed by both sports journalists and general audiences highlights the widespread perception of a seemingly uncontested truth about female athletes and their (in)ability to perform consistently at peak levels in comparison to male athletes. We focus on this treatment of female athletes in the world of women’s tennis and contest the “common sense” and “experience” justifications …
Capital Markets Efficiency
In this paper, we introduce a new measure of capital market efficiency. For its construction, we use the approaches of fractal dimension, Hurst exponent and entropy. The method is applied on 41 stock indices from the beginning of 2000 till the end of August 2011 and interesting results are found ? the analyzed indices are not self-affine; for the majority of indices, the deviation from the efficient market is dominated by local inefficiencies; an…
Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets
The interconnections within food, biofuel and fossil fuel markets are first described in the context of biofuels technologies and economic policy framework. Consequently, the econometric analysis consisting of Johansen cointegration, error correction model, vector autoregression and Granger causality is applied to price series of 12 biofuel related commodities. While a number of equilibrium relationships are found across the examined\nmarkets sug…
Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictabilty in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of 0.5. Therefore, we use moving block bootstrap method for rescaled range and periodogram method. In our analysis of evolution of Hurst exponent between 1997 …
Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictabilty in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of 0.5. Therefore, we use moving block bootstrap method for rescaled range and periodogram method. In our analysis of evolution of Hurst exponent between 1997 …
Capital Markets Efficiency
In this paper, we introduce a new measure of capital market efficiency. For its construction, we use the approaches of fractal dimension, Hurst exponent and entropy. The method is applied on 41 stock indices from the beginning of 2000 till the end of August 2011 and interesting results are found ? the analyzed indices are not self-affine; for the majority of indices, the deviation from the efficient market is dominated by local inefficiencies; an…
Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets
The interconnections within food, biofuel and fossil fuel markets are first described in the context of biofuels technologies and economic policy framework. Consequently, the econometric analysis consisting of Johansen cointegration, error correction model, vector autoregression and Granger causality is applied to price series of 12 biofuel related commodities. While a number of equilibrium relationships are found across the examined\nmarkets sug…
Prices of Biofuels and Related Commodities
The article investigates the connections between the prices of biofuels and many traded commodities and other relevant assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 32 relevant traded titles over the period 2003-2015. Main contribution of this article is a combination of minimum spanning tree and hierarchical tree approaches with expert economic understanding of biofuels market leading to iden…
Anything Can Happen in Women’s Tennis, or Can It? An Empirical Investigation Into Bias in Sports Journalism
The claim that “anything is possible in women’s sports” frequently employed by both sports journalists and general audiences highlights the widespread perception of a seemingly uncontested truth about female athletes and their (in)ability to perform consistently at peak levels in comparison to male athletes. We focus on this treatment of female athletes in the world of women’s tennis and contest the “common sense” and “experience” justifications …
Economics (5 works) · Mathematics (4 works) · Econometrics (3 works) · Market Dynamics and Volatility (3 works) · Statistics (3 works) · Biofuel (2 works) · Biotechnology (2 works) · Biotechnology (2 works) · Complex Systems and Time Series Analysis (2 works) · Exponent (2 works)