- Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatilityPublication without faculty affiliation
- The Impact of German Macroeconomic News on Emerging European Forex Markets2018 | Faculty of Social Sciences
- VaR Forecasting in Times of Increased Volatility2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- The impact of German macroeconomic data announcements on the Czech financial marketPublication without faculty affiliation
