External person at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
Publications
- Price jumps during financial crisis: from intuition to financial regulation2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Testing for co-jumps in financial markets2018 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Cluster analysis of jumps on capital markets2016 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Sand in the wheels or wheels in the sand? Tobin taxes and market crashes2016 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- The dynamics of value comovement across global equity markets2016 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Maximum non-extensive entropy block bootstrap for non-stationary processes2015 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Trading price jump clusters in foreign exchange markets2015 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Economic evaluation of the Czech Republic's membership in the EU after ten years : alternative scenarios and quantification : a contribution to the formulation of a new European strategy for the Czech Republic2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education, Faculty of Science
- Price jumps on European stock markets2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education, Central Library of Charles University
- Employment, production and consumption with random update : non-equilibrium stationary state equations2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
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