Kristoufek, Ladislav (2009): Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range.
Kristoufek, Ladislav (2009): Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009.
Kristoufek, Ladislav (2009): R/S analysis and DFA: finite sample properties and confidence intervals.
Chrz, Stepan and Hruby, Zdenek and Janda, Karel and Kristoufek, Ladislav (2013): Provazanost trhu potravin, biopaliv a fosilnich paliv.
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