- Robust recursive estimation for financial time series2018 | Faculty of Mathematics and Physics
- Selected problems of financial time series modellingPublication without faculty affiliation
- Forecast of the financial time series by means of neural networks1998 | Faculty of Mathematics and Physics
- Recursive Estimation of IGARCH Model +12020 | Faculty of Mathematics and Physics
- Recursive Estimation of Volatility for High Frequency Financial Data2021 | Faculty of Mathematics and Physics
- The Prague Stock Exchange Index: An Econometric Analysis2014 | Faculty of Mathematics and Physics
- Time Series in Economics and Finance2020 | Faculty of Mathematics and Physics
- Different approaches to dynamic conditional correlation modelling: the case of European currencies2012 | Faculty of Mathematics and Physics
- Testing power-law cross-correlations: rescaled covariance test2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy2014 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Financial Econometrics2008 | Faculty of Mathematics and Physics
- Understanding the source of multifractality in financial markets2012 | Faculty of Mathematics and Physics
- Recursive estimation of the multivariate EWMA process2019 | Faculty of Mathematics and Physics
- Cipra, T., Hendrych, R.: Robust recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- State space analysis of the Prague Stock Exchange index2014 | Faculty of Mathematics and Physics
- Robust Kalman filter for high-frequency financial data2018 | Faculty of Mathematics and Physics
- Recursive estimators of GARCH models: Selected problems2014 | Faculty of Mathematics and Physics
- Generalized stable distributions and their applicationsPublication without faculty affiliation
- On conditional covariance modelling: An approach using state space models2016 | Faculty of Mathematics and Physics
- On Comparing Various Modelling Schemes: The Case of the Prague Stock Exchange Index2014 | Faculty of Mathematics and Physics
- Do 'complex' financial models really lead to complex dynamics? Agent-based models and multifractality2020 | Publication without faculty affiliation
- Another view on time-varying correlations: The case of stocks and bonds2013 | Faculty of Mathematics and Physics
- Comparing Various EWMA Model Estimators: Value at Risk Perspective2016 | Faculty of Mathematics and Physics
- On comparing prediction accuracy of various EWMA model estimators2017 | Faculty of Mathematics and Physics
- On-line Calibration of the EWMA Models: Simulations and Applications2015 | Faculty of Mathematics and Physics
- Recursive estimation of EWMA model2019 | Faculty of Mathematics and Physics