Miloslav S. Vosvrda

Economics and Econometrics · 2012–2013

A researcher in the Science corpus: 2 papers; trusts 23 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 37 citations into it; #12,218 of 23,481 by trust here, #17,969 by citations
• Finance — 26 citations into it; #5,812 of 10,518 by trust here, #8,598 by citations
• Statistical and Nonlinear Physics — 11 citations into it
• Condensed Matter Physics — 5 citations into it

Whom Miloslav S. Vosvrda trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. T. Di Matteo
2. Ladislav Kristoufek
3. Daniel Oliveira Cajueiro
4. Jozef Baruník
5. Rafal Weron
6. Benjamin Miranda Tabak
7. Michael R. Chernick
8. Eugene F. Fama
9. Tomaso Aste
10. Yudong Wang

Who trusts Miloslav S. Vosvrda overall

1. Ladislav Kristoufek
2. Ayoub Ammy-Driss
3. Matthieu Garcin

Papers from Miloslav S. Vosvrda's perspective

Ordered by how strongly the researchers Miloslav S. Vosvrda trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
3. Scaling behaviors in differently developed markets
4. Multi-scaling in finance
5. Time-dependent Hurst exponent in financial time series
6. Second-order moving average and scaling of stochastic time series
7. Statistics for long-memory processes
8. The Behavior of Stock-Market Prices
9. Estimating long range dependence: finite sample properties and confidence intervals
10. Efficient Capital Markets : A Review of Theory and Empirical Work

Their papers

• Measuring capital market efficiency: Global and local correlations structure (2012) — 172 citations
• Commodity futures and market efficiency (2013) — 156 citations