External person at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
Publications
- 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
- Maximum non-extensive entropy block bootstrap for non-stationary processes2015 | 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
- The identification of price jumps2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Were stocks during the financial crisis more jumpy: a comparative study2010 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Panic at the gates : the effect of the collapse of Lehman Brothers at the Prague Stock ExchangePublication without faculty affiliation
- The identification of price jumpsPublication without faculty affiliation
- Essays on the effective market dynamicsPublication without faculty affiliation
- Maximum non-extensive entropy block bootstrap for non-stationary processesPublication without faculty affiliation
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