- Parameter estimation of the stable GARCH(1,1) model2009 | Faculty of Mathematics and Physics
- Central bank communication and exchange rate volatility : a GARCH analysis2010 | Faculty of Social Sciences
- Bootstrap and GARCH type models +12005 | Faculty of Mathematics and Physics
- Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatilityPublication without faculty affiliation
- Value-at-risk in central and eastern european stock market : an empirical investigation using symmetric and asymmetric garch models2010 | Faculty of Social Sciences
- Long memory or parameter inconstancy in GARCH models? An empirical illustration2005 | Faculty of Social Sciences
- GARCH models, tail indexes and error distributions: An empirical investigation2016 | Faculty of Social Sciences
- GARCH Models, Tail Indexes and Error Distributions: An Empirical InvestigationPublication without faculty affiliation
- Self-weighted recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- An Application of the GARCH-t Model on Central European Stock Returns2004 | Faculty of Social Sciences
- Recursive estimators of GARCH models: Selected problems2014 | Faculty of Mathematics and Physics
- Cipra, T., Hendrych, R.: Robust recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- Central bank communication and exchange rate volatility: a GARCH analysis2010 | Faculty of Social Sciences
- Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models2013 | Publication without faculty affiliation
- Central bank communication and exchange rate volatility : a GARCH analysisPublication without faculty affiliation
- Week of Applied Physics: A journey to Hamburg (to lasers and accelerators in DESY) and Garching (to fusion device ASDEX)2015 | Faculty of Mathematics and Physics
- Macroeconomic sources of foreign exchange risk in new EU membersPublication without faculty affiliation
- Volatility of exchange rates in selected EU new members : evidence from daily dataPublication without faculty affiliation
- Volatility of exchange rates in selected new EU members : evidence from daily data2008 | Faculty of Social Sciences
- Marginal expected shortfall: the Czech PX index case study2017 | Faculty of Mathematics and Physics
- Recursive estimation of the multivariate EWMA process2019 | Faculty of Mathematics and Physics
- Robust recursive estimation for financial time series2018 | Faculty of Mathematics and Physics
- International stock market integration: Central and South Eastern Europe compared2013 | Publication without faculty affiliation
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS2017 | Faculty of Mathematics and Physics
- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | Faculty of Social Sciences
- On Comparing Various Modelling Schemes: The Case of the Prague Stock Exchange Index2014 | Faculty of Mathematics and Physics
- Recursive Estimation of Volatility for High Frequency Financial Data2021 | Faculty of Mathematics and Physics
- The impact of German macroeconomic data announcements on the Czech financial marketPublication without faculty affiliation
- Modeling of Currency Covolatilities2019 | Faculty of Mathematics and Physics
