- Conditional correlation modelling: Simulation study2012 | Faculty of Mathematics and Physics
- Another View on Conditional Correlations2013 | Faculty of Mathematics and Physics
- Different approaches to dynamic conditional correlation modelling: the case of European currencies2012 | Faculty of Mathematics and Physics
- Another view on time-varying correlations: The case of stocks and bonds2013 | Faculty of Mathematics and Physics
- Structure of conditional and (cor)relative clauses: New evidence from locality2019 | Faculty of Arts
- Recursive estimation of the multivariate EWMA process2019 | Faculty of Mathematics and Physics
- How Tight is the Necessary Condition for the Second-order Stochastic Dominance?2020 | Faculty of Mathematics and Physics
- Selected problems of financial time series modellingPublication without faculty affiliation
- On conditional covariance modelling: An approach using state space models2016 | Faculty of Mathematics and Physics
- Stock market comovements in Central Europe: Evidence from the asymmetric DCC model2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex MarketsPublication without faculty affiliation
- Time-varying synchronization of European stock markets2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Modeling of Currency Covolatilities2019 | Faculty of Mathematics and Physics
- Constitutive water-conserving mechanisms are correlated with the terminal drought tolerance of pearl millet [Pennisetum glaucum (L.) R. Br.]2010 | Faculty of Science
- Return and volatility spillovers between Chinese and US clean energy related stocks2022 | Faculty of Social Sciences, Faculty of Humanities