Publications
- Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model2006 | Faculty of Social Sciences
- Trading intensity and intraday volatility on the PSE : evidence from an autoregressive conditional duration modelPublication without faculty affiliation
- Volatility transmission in emerging European foreign exchange markets2011 | Faculty of Social Sciences
- Value-at-risk in central and eastern european stock market : an empirical investigation using symmetric and asymmetric garch models2010 | Faculty of Social Sciences
- Intraday seasonality and intraday value-at-risk2010 | Faculty of Social Sciences
- Distribution and dynamics of Central-European exchange rates : evidence from intraday data2009 | Faculty of Social Sciences
- Seasonality and the non-trading effect on central European stock markets2006 | Faculty of Social Sciences
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