Publications
- Monte Carlo-based tail exponent estimatorPublication without faculty affiliation
- Growth cycle synchronization of the Visegrad Four and the European Union2020 | Publication without faculty affiliation
- Comovement and disintegration of EU sovereign bond markets during the crisis2019 | Faculty of Social Sciences
- Do co-jumps impact correlations in currency markets?2018 | Publication without faculty affiliation
- Asymmetric volatility connectedness on the forex market2017 | Publication without faculty affiliation
- Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers2016 | Faculty of Social Sciences
- Gold, oil, and stocks: Dynamic correlations2016 | Faculty of Social Sciences
- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | Faculty of Social Sciences
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise2015 | Faculty of Social Sciences
- Volatility Spillovers Across Petroleum Markets2015 | Faculty of Social Sciences
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