Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range. Unpublished.
Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009. Unpublished.
Kristoufek, Ladislav (2009): R/S analysis and DFA: finite sample properties and confidence intervals. Unpublished.
