- Asymmetric volatility spillovers : revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariancePublication without faculty affiliation
- Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets2019 | Faculty of Social Sciences
- Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers2016 | Faculty of Social Sciences
- Asymmetric connectedness on the U.S. stock market : bad and good volatility spilloversPublication without faculty affiliation
- Do Cryptocurrencies and Traditional Asset Classes Influence Each Other?Publication without faculty affiliation
- Asymmetric volatility connectedness on the forex market2017 | Publication without faculty affiliation
- Convergence of approximate solutions in mean-risk models2010 | Faculty of Mathematics and Physics
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity MarketsPublication without faculty affiliation
- Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?2017 | Publication without faculty affiliation
- Do cryptocurrencies and traditional asset classes influence each other?2019 | 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
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- Portfolio Choice Based on Third-Degree Stochastic Dominance2017 | Faculty of Mathematics and Physics
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- How does bad and good volatility spill over across petroleum markets?Publication without faculty affiliation
- Soil variability through spatial scales in a permanently disturbed natural spruce-fir-beech forest2011 | Faculty of Science
