Publications
- A semiparametric nonlinear quantile regression model for financial returns2017 | Faculty of Social Sciences
- Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data2015 | Faculty of Social Sciences
- Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- The Extreme Value Theory and Copulas as a Tool to Measure Market Risk2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- The Extreme Value Theory as a tool to measure market riskPublication without faculty affiliation
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