Publications
- 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
- Time-frequency dynamics of biofuel-fuel-food system2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- How do skilled traders change the structure of the market2012 | Faculty of Social Sciences
- Modeling multivariate volatility using wavelet-based realized covariance estimator2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Smart agents and sentiment in the heterogeneous agent model2010 | Faculty of Social Sciences
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data2010 | Faculty of Social Sciences
- Tail behavior of the Central European stock markets during the financial crisis2010 | Faculty of Social Sciences
- Smart predictors in the heterogeneous agent model2009 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Smart agents and sentiment in the heterogeneous agent model2009 | Faculty of Mathematics and Physics, Faculty of Social Sciences
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