Bibliography | Institute of Information Theory and Automation

Institute of Information Theory and Automation

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Krenar Avdulaj

Avdulaj Krenar, Krištoufek Ladislav : On Tail Dependence and Multifractality , Mathematics vol.8, 1767 [2020] Download Download DOI: 10.3390/math8101767
Avdulaj Krenar, Baruník Jozef : Semiparametric nonlinear quantile regression model for financial returns , Studies in Nonlinear Dynamics and Econometrics vol.21, 1 (2017), p. 81-97 [2017] Download DOI: 10.1515/snde-2016-0044
Avdulaj Krenar, Baruník Jozef : Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data , Energy Economics vol.51, 1 (2015), p. 31-44 [2015] Download DOI: 10.1016/j.eneco.2015.05.018
Avdulaj Krenar, Baruník Jozef : Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 425-442 [2013] Download

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