- Misleading long-Memory Features of SETAR Models2005 | Faculty of Social Sciences
- Estimation of Long Memory in Volatility Using WaveletsPublication without faculty affiliation
- Estimation of long memory in volatility using wavelets2017 | Faculty of Social Sciences
- Long memory or parameter inconstancy in GARCH models? An empirical illustration2005 | Faculty of Social Sciences
- Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression2016 | Faculty of Social Sciences
- Long memory in volatility or parameter inconstancy? The case of Prague stock exchange2005 | Faculty of Social Sciences
- Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures2021 | Publication without faculty affiliation
- An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices2015 | Faculty of Social Sciences
- Modeling and Forecasting Persistent Financial Durations2017 | Publication without faculty affiliation
- Quantifying endogeneity of cryptocurrency markets2022 | Faculty of Social Sciences
- Distribution and dynamics of Central-European exchange rates : evidence from intraday data2009 | Faculty of Social Sciences
- The Population Prospects of Czechia and Slovakia until 20602018 | Faculty of Science
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise2015 | Faculty of Social Sciences
- Evolution of low flows in Czechia revisited2015 | Faculty of Science
