Ladislav Kristoufek

Journal articles

1. Kristoufek Ladislav: Classical and modified rescaled range analysis: Sampling properties under heavy tails , IES Wokring Papers vol.2009, 29 (2009), p. 1-17 (2009) Download

Other publications

1. Baruník Jozef, Kristoufek Ladislav: On Hurst exponent estimation under heavy-tailed distributions, ÚTIA AV ČR, (Praha 2009) Research Report 2267 (2009)