- Tail Risks, Asset Prices, and Investment HorizonsPublication without faculty affiliation
- Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices*2023 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- TERES: Tail Event Risk Expectile Shortfall2021 | Faculty of Mathematics and Physics
- Financial Risk Meter FRM based on Expectiles2022 | Faculty of Mathematics and Physics
- GARCH models, tail indexes and error distributions: An empirical investigation2016 | Faculty of Social Sciences
- GARCH Models, Tail Indexes and Error Distributions: An Empirical InvestigationPublication without faculty affiliation
- Quantile coherency: A general measure for dependence between cyclical economic variables2019 | Publication without faculty affiliation