- Copula functions in theory and practice2012 | Faculty of Social Sciences
- Collateralized Debt Obligation's Valuation Using the One Factor Gaussian Copula Model2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Economic capital and risk management2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing2009 | Faculty of Mathematics and Physics
- Estimation of a Conditional Copula and Association Measures2011 | Faculty of Mathematics and Physics
- Conditional copulas, association measures and their applications2011 | Faculty of Mathematics and Physics
- Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models2021 | Faculty of Mathematics and Physics
- Multivariate and functional covariates and conditional copulas2012 | Faculty of Mathematics and Physics
- Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data2015 | Faculty of Social Sciences
- Bootstrapping the conditional copula2013 | Faculty of Mathematics and Physics
- Copula based factorization in Bayesian multivariate infinite mixture models2014 | Publication without faculty affiliation
- Copula-based multivariate association measures and tail coefficientsPublication without faculty affiliation