Publications
- Growth cycle synchronization of the Visegrad Four and the European Union2020 | Publication without faculty affiliation
- Do co-jumps impact correlations in currency markets?2018 | Publication without faculty affiliation
- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | Faculty of Social Sciences
- Monte Carlo-based tail exponent estimator2010 | Faculty of Social Sciences
- Smart agents and sentiment in the heterogeneous agent model2009 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?2009 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Wavelet analysis of Central European stock market behaviour during the crisisPublication without faculty affiliation
- Comovement and disintegration of EU sovereign bond markets during the crisis2019 | Faculty of Social Sciences
- 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
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