- Functional conditional quantiles of estimated SPDs2009 | Faculty of Mathematics and Physics
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- Change-point detection in a linear model by adaptive fused quantile method2020 | Faculty of Mathematics and Physics
- A semiparametric nonlinear quantile regression model for financial returns2017 | Faculty of Social Sciences
- Multivariate quantiles with both overall and directional probability interpretation2022 | Faculty of Mathematics and Physics
- Common Cycles in Volatility and Cross Section of Stock ReturnsPublication without faculty affiliation
- Preadjusted non-parametric estimation of a conditional distribution function2014 | Faculty of Mathematics and Physics
- Panel quantile regressions for estimating and predicting the value-at-risk of commodities2019 | Faculty of Social Sciences
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics
- Changepoint Detection by the Quantile LASSO Method2019 | Faculty of Mathematics and Physics