- Recursive Estimation of IGARCH Model +12020 | Faculty of Mathematics and Physics
- Recursive estimation of the multivariate EWMA process2019 | Faculty of Mathematics and Physics
- Recursive estimation of EWMA model2019 | Faculty of Mathematics and Physics
- Self-weighted recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- Robust recursive estimation for financial time series2018 | Faculty of Mathematics and Physics
- Recursive estimators of GARCH models: Selected problems2014 | Faculty of Mathematics and Physics
- Recursive Estimation of Volatility for High Frequency Financial Data2021 | Faculty of Mathematics and Physics
- Cipra, T., Hendrych, R.: Robust recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- On comparing prediction accuracy of various EWMA model estimators2017 | Faculty of Mathematics and Physics
- Comparing Various EWMA Model Estimators: Value at Risk Perspective2016 | Faculty of Mathematics and Physics
- Modeling of Currency Covolatilities2019 | Faculty of Mathematics and Physics
- Robustified on-line estimation of the EWMA models: Simulations and applications2015 | Faculty of Mathematics and Physics
- Selected problems of financial time series modellingPublication without faculty affiliation
- On-line Calibration of the EWMA Models: Simulations and Applications2015 | Faculty of Mathematics and Physics
- Robust Recursive Methods in Time Series2009 | Faculty of Mathematics and Physics
- Exponential Smoothing for Time Series with Outliers2011 | Faculty of Mathematics and Physics