- A note on the distribution of Dickey-Fuller test in a heteroskedastic model2005 | Faculty of Social Sciences
- Mallows criterion for heteroskedastic linear regressions with many regressors2021 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Tests for heteroskedasticity in transformation models2022 | Faculty of Mathematics and Physics
- Testing for latent factors in models with autocorrelation and heteroskedasticity of unknown form +12005 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Tests for validity of the semiparametric heteroskedastic transformation model2020 | Faculty of Mathematics and Physics
- Testing many restrictions under heteroskedasticity✩2023 | Publication without faculty affiliation
- Some remarks to testing of heteroskedasticity in AR models2004 | Faculty of Mathematics and Physics
- Testing constancy in a heteroskedastic RCA model2003 | Faculty of Mathematics and Physics
- A note on rank-based testing for conditional heteroskedasticity2004 | Faculty of Mathematics and Physics
- RCA(1) model with heteroskedasticity2001 | Faculty of Mathematics and Physics
- An Application of the GARCH-t Model on Central European Stock Returns2004 | Faculty of Social Sciences
- Asymptotics of diagonal elements of projection matrices under many instruments/regressors2017 | Publication without faculty affiliation
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS2012 | Faculty of Mathematics and Physics
- Method of subsampling and its application to time series2001 | Faculty of Mathematics and Physics
- Bootstrap and GARCH type models +12005 | Faculty of Mathematics and Physics
- Many instruments: Implementation in Stata2019 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Change-point monitoring in linear models2006 | Faculty of Mathematics and Physics
- GARCH models, tail indexes and error distributions: An empirical investigation2016 | Faculty of Social Sciences
- DeRaS - Software tool for modelling mortality intensities and life table constructionPublication without faculty affiliation
- GARCH Models, Tail Indexes and Error Distributions: An Empirical InvestigationPublication without faculty affiliation
- 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 Social Sciences, Faculty of Mathematics and Physics
- SFA robustness to violated distributional assumptions: theory, simulations and empirical evidence2021 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Renewable Energy Financial Modelling: A China Case StudyPublication without faculty affiliation
- Many instruments and/or regressors: a friendly guide2019 | Publication without faculty affiliation
- Renewable Energy Financial Modelling: The Chinese Stock Price Case2021 | Faculty of Social Sciences
- Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?Publication without faculty affiliation