- Implied volatility smoothing at COVID-19 times2023 | Faculty of Mathematics and Physics
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- Implied Volatility Surface Estimation via Quantile Regularization2020 | Faculty of Mathematics and Physics
- Global financial crisis and the puzzling exchange rate path in CEE countriesPublication without faculty affiliation
- State price density estimation for options with dividend yields2018 | Faculty of Mathematics and Physics
- Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression2016 | Faculty of Social Sciences
- Investment disputes and their explicit role in option market uncertainty and overall risk instability2023 | Faculty of Mathematics and Physics
- Panel quantile regressions for estimating and predicting the value-at-risk of commodities2019 | Faculty of Social Sciences
- A conservative discontinuous target volatility strategy2017 | Faculty of Mathematics and Physics
- Testing the effectiveness of the Czech national bank's foreign exchange interventions2006 | Faculty of Social Sciences
- Pricing Cryptocurrency Options2020 | Faculty of Mathematics and Physics
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- Essays on asset pricingPublication without faculty affiliation
- Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?2019 | Faculty of Social Sciences
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics
- Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?Publication without faculty affiliation
- VCRIX - A volatility index for crypto-currencies2021 | Faculty of Mathematics and Physics