P. Ferreira
Tilfani O.
,
Krištoufek Ladislav
,
Ferreira P.
,
El Boukfaoui M. Y.
:
Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
,
Physica. A : Statistical Mechanics and its Applications vol.588, 126530
[2022]
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DOI:
10.1016/j.physa.2021.126530
Ferreira P.
,
Krištoufek Ladislav
,
Pereira E. J. D. A. L.
:
DCCA and DMCA correlations of cryptocurrency markets
,
Physica. A : Statistical Mechanics and its Applications vol.545, 123803
[2020]
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DOI:
10.1016/j.physa.2019.123803
Ferreira P.
,
Krištoufek Ladislav
:
Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union
,
Physica. A : Statistical Mechanics and its Applications vol.553, 124257
[2020]
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DOI:
10.1016/j.physa.2020.124257
Krištoufek Ladislav
,
Ferreira P.
:
Capital asset pricing model in Portugal: Evidence from fractal regressions
,
Portuguese Economic Journal vol.17, 3 (2018), p. 173-183
[2018]
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DOI:
10.1007/s10258-018-0145-5
Krištoufek Ladislav
,
Ferreira P.
:
What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions
,
Physica. A : Statistical Mechanics and its Applications vol.486, 1 (2017), p. 554-566
[2017]
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DOI:
10.1016/j.physa.2017.05.085