Články v impaktovaných časopisech
2017 Estimation of Long Memory in Volatility Using Wavelets, Studies in Nonlinear Dynamics & Econometrics,21(3), preprint: PDF
IES Working Papers
2017 Common Cycles in Volatility and Cross Section of Stock Returns, IES Working Papers 19/2017
2014 Estimation of Long Memory in Volatility Using Wavelets, IES Working Papers 33/2014
