- Non-negative ARMA processes1994 | Publication without faculty affiliation
- Estimating parameters in non-negative ARMA processes1995 | Publication without faculty affiliation
- Discussion on implicit econometric models2016 | Faculty of Mathematics and Physics
- Change point detection2010 | Faculty of Mathematics and Physics
- Time series representation and appropriate estimation2013 | Faculty of Mathematics and Physics
- Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatilityPublication without faculty affiliation
- On functional definition of time-series models2014 | Faculty of Mathematics and Physics
- On random processes as an implicit solution of equations2017 | Faculty of Mathematics and Physics
- VaR Forecasting in Times of Increased Volatility2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- State space analysis of the Prague Stock Exchange index2014 | Faculty of Mathematics and Physics
- The Prague Stock Exchange Index: An Econometric Analysis2014 | Faculty of Mathematics and Physics
- On Comparing Various Modelling Schemes: The Case of the Prague Stock Exchange Index2014 | Faculty of Mathematics and Physics