Publications
- Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers2016 | Faculty of Social Sciences
- Gold, oil, and stocks: Dynamic correlations2016 | Faculty of Social Sciences
- Wavelet-Based Correlation Analysis of the Key Traded Assets2014 | Faculty of Social Sciences
- Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?2014 | Faculty of Social Sciences
- Contagion among Central and Eastern European Stock Markets during the Financial Crisis2013 | Faculty of Social Sciences
- Monte Carlo-based tail exponent estimator2010 | Faculty of Social Sciences
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data2010 | Faculty of Social Sciences
- Tail behavior of the Central European stock markets during the financial crisis2010 | Faculty of Social Sciences
- What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?2009 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Neural networks with Wavelet based denoising layer : application to Central European stock market forecasting2008 | Faculty of Social Sciences
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