- Modeling multivariate volatility using wavelet-based realized covariance estimator2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model2017 | Faculty of Social Sciences
- Do co-jumps impact correlations in currency markets?2018 | Publication without faculty affiliation
- On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) modelPublication without faculty affiliation