- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS2017 | Faculty of Mathematics and Physics
- Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatilityPublication without faculty affiliation
- Weak consistency of estimators in linear regression model2012 | Faculty of Mathematics and Physics
- Change-point monitoring in linear models2006 | Faculty of Mathematics and Physics
- Self-weighted recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- VaR Forecasting in Times of Increased Volatility2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Robust recursive estimation for financial time series2018 | Faculty of Mathematics and Physics