- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data2010 | Faculty of Social Sciences
- Testing and estimating jumps and volatility in high frequency data2010 | Faculty of Mathematics and Physics
- Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data2015 | Faculty of Social Sciences
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency dataPublication without faculty affiliation
- Combining high frequency data with non-linear models for forecasting energy market volatility2016 | Faculty of Social Sciences
- Does index arbitrage distort the market reaction to shocks?Publication without faculty affiliation
- Formation of market beliefs in the oil marketPublication without faculty affiliation
- Realized Moments and Bond PricingPublication without faculty affiliation
- Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- On Hurst exponent estimation under heavy-tailed distributions2010 | Publication without faculty affiliation
- Editorial to special issue "Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments" in financial innovation2023 | Publication without faculty affiliation
- Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients ModelPublication without faculty affiliation
- Time-Varying Pricing of Risk in Sovereign Bond Futures ReturnsPublication without faculty affiliation
- Wavelet-Based Correlation Analysis of the Key Traded Assets2014 | Faculty of Social Sciences
- How does the financial market update beliefs about the real economy? Evidence from the oil market2021 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Volatility Term Structure Modeling Using Nelson-Siegel ModelPublication without faculty affiliation
- DYNAMIC MODEL OF MARKET WITH UNINFORMED MARKET MAKER2017 | Faculty of Mathematics and Physics
- Gold, oil, and stocks: Dynamic correlations2016 | Faculty of Social Sciences
- Time-varying pricing of risk in sovereign bond futures returns2022 | Faculty of Social Sciences
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model2017 | Faculty of Social Sciences
- Recursive Estimation of Volatility for High Frequency Financial Data2021 | Faculty of Mathematics and Physics
- Informed trading and the bid-ask spread: evidence from an emerging market.2003 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Empirical analysis of price jumps on the PSE and Visegrad indexesPublication without faculty affiliation
- Price jumps in Visegrad country stock markets: an empirical analysis +12010 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Intraday seasonality and intraday value-at-risk2010 | Faculty of Social Sciences
- Price jumps in Visegrad-country stock markets: an empirical analysis +12012 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Recursive estimators of GARCH models: Selected problems2014 | Faculty of Mathematics and Physics
- Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?Publication without faculty affiliation