Assaf, A. & Kristoufek, L & Demir, E. & Mitra, S.K..: Market Efficiency in the Art Markets Using a Combination of Long Memory, Fractal Dimension, and Approximate Entropy Measures
Avdulaj, K. & Kristoufek, L.: On tail dependence and multifractality
Bank-sourced credit transition matrices: Estimation and characteristics
Bank-Sourced Transition Matrices: Are Banks’ InternalCredit Risk Estimates Markovian?
Bouri, E. & Shahzad, S.J.H. & Roubaud, D. & Kristoufek, L. & Lucey, B.: Bitcoin, gold, and commodities as safe-havens for stock indices: New insight through wavelet analysis
Consistency of Banks’ Internal Probability of Default Estimates: Empirical Evidence from the COVID-19 Crisis
Corporate social responsibility and stock prices after the financial crisis: The role of strategic CSR activities
Credit Rating Downgrade Risk on Equity Returns
Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality
Does parameterization affect the complexity of agent-based models?
Estimation of heuristic switching in behavioral macroeconomic models
Ferreira, P. & Kristoufek, L. & Pereira, E.: DCCA and DMCA correlations of cryptocurrency markets
Fil, M. & Kristoufek, L.: Pairs Trading in Cryptocurrency Markets
Fundamental and speculative components of the cryptocurrency pricing dynamics
Is the Hamilton Regression Filter Really Superior to Hodrick-Prescott Detrending?
Ji, Q. & Bouri, E. & Kristoufek, L. & Lucey, B.: Realised volatility connectedness among Bitcoin exchange markets
Ji, Q. & Bouri, E. & Roubaud, D. & Kristoufek, L.: Information interdependence among energy, cryptocurrencies and major commodity markets
Kristoufek, L.: Bitcoin and its mining on the equilibrium path
Kristoufek, L.: Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic
Kristoufek, L.: Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws
Kristoufek, L.: On the role of stablecoins in cryptoasset pricing dynamics
Kristoufek, L.: Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets
Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium
Notes on the Neglected Premisses of the Hodrick-Prescott Detrending and the Hamilton Regression Filter
Quantifying Endogeneity of Cryptocurrency Markets
Reconsidering Hodrick-Prescott Detrending and Its Smoothing Parameter
Shahzad, S.J.H. & Bouri, E. & Kristoufek, L. & Saeed, T.: Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L. & Lucey, B.: Is Bitcoin a better safe-haven investment than gold and commodities?
Shahzad, S.J.H. & Bouri, E. & Roubaud, D. & Kristoufek, L.: Hedging assets for G7 stock markets: Gold versus Bitcoin
Simulated maximum likelihood estimation of agent-based models in economics and finance
13th Conference on Computational and Financial Econometrics (CFE 2019)
14th Conference on Computational and Financial Econometrics (CFE 2020)
1st DISEI Workshop on Heterogeneity, Evolution and Networks in Economics (not funded by FSV UK)
2nd Behavioral Macroeconomics Workshop: Heterogeneity and Expectations in Macroeconomics and Finance
31st Annual EAEPE Conference 2019
3rd International Conference on Econometrics and Statistics (EcoSta 2019)
46th Annual Conference of the Eastern Economic Association
7th International Conference on New Trends in Econometrics and Finance (not funded by FSV UK)
8th International Conference on Social Responsibility, Ethics and Sustainable Business
CCS 2021
CEF 2019: 25th Computing in Economics and Finance
CFE 2019: 13th Conference on Computational and Financial Econometrics
CFE 2020: 14th International Conference on Computational and Financial Econometrics
CFE 2021: 15th International Conference on Computational and Financial Econometrics
CFE 2022: 16th Conference on Computational and Financial Econometrics (not funded by FSV UK)
COMPSTAT 2022: The 24th International Conference on Computational Statistics (not funded by FSV UK)
Data-Driven Economic Agent-Based Models (not funded by FSV UK)
Econophysics Colloquium 2022
EcoSta 2019: 3rd International Conference on Econometrics and Statistics
EcoSta 2021: 4th International Conference on Econometrics and Statistics (not funded by FSV UK)
EcoSta 2021: International Conference on Econometrics and Statistics
First International Workshop on Agentization: Rendering Conventional Models with Agent-Based Computing
ISCEF 2020: 6th International Symposium in Computational Economics and Finance
Model Evaluation and Causal Search (not funded by FSV UK)
WEHIA 2021: 24.5th Workshop on Economics with Heterogeneous Interacting Agents
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