Articles in journals with impact factor
2016 Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression, Economic Modelling, 54, pp.503-514, preprint here PDF
Articles in refereed journals
2011 Barunikova, M. Barunik, J.: Neural Networks as Semiparametric Option Pricing Tool, Bulletin of the Czech Econometric Society, Czech Econometric Society, 18(28), pp. 66-83 PDF
IES Working Papers
2009 Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks , IES Working Papers 16/2009
