External person at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
Publications
- Trading price jump clusters in foreign exchange markets2015 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Price jumps on European stock markets2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education, Central Library of Charles University
- Price jumps during financial crisis: from intuition to financial regulation2014 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Price jumps in Visegrad country stock markets: an empirical analysis2010 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Empirical analysis of price jumps on the PSE and Visegrad indexesPublication without faculty affiliation
- Panic at the gates : the effect of the collapse of Lehman Brothers at the Prague Stock ExchangePublication without faculty affiliation
- Price jumps on European stock marketsPublication without faculty affiliation
- Testing for co-jumps in financial markets2018 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Cluster analysis of jumps on capital markets2016 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Sand in the wheels or wheels in the sand? Tobin taxes and market crashes2016 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
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