- Modeling and Forecasting Persistent Financial Durations2017 | Publication without faculty affiliation
- Spectrum-based estimators of the bivariate Hurst exponent2014 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Estimation of Long Memory in Volatility Using WaveletsPublication without faculty affiliation
- Estimation of long memory in volatility using wavelets2017 | Faculty of Social Sciences
- Power-law cross-correlations estimation under heavy tails2016 | Faculty of Social Sciences