List of publications

For list of publications see my RePEc profile.
List of the publications can be also found either at:

Charles University web pages

or at

Academy of Sciences web pages

 

Research topics I am currently working on:

Wavelet-based realized variation and covariation theory

Co-jumps detection using Wavelets

Information content of various MFIV and RV estimators, do jumps matter?

Wavelet Coherence application to economic data

Multivariate Dynamic Copulas

Multifractality of the stock markets