| Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data K Avdulaj, J Barunik Energy Economics 51, 31-44, 2015 | 97 | 2015 |
| Can we still benefit from international diversification? the case of the Czech and German stock markets K Avdulaj, J Barunik arXiv preprint arXiv:1308.6120, 2013 | 16 | 2013 |
| The extreme value theory as a tool to measure market risk K Avdulaj IES Working Paper, 2011 | 11 | 2011 |
| A semiparametric nonlinear quantile regression model for financial returns K Avdulaj, J Barunik Studies in Nonlinear Dynamics & Econometrics 21 (1), 81-97, 2017 | 4 | 2017 |
| Value-at-risk based extreme value theory method and copulas: empirical evidence from Central Europe K Avdulaj Univerzita Karlova, Fakulta sociálních věd, 2010 | 3 | 2010 |
| The Extreme Value Theory and Copulas as a Tool to Measure Market Risk K Avdulaj Bulletin of the Czech Econometric Society 19, 2012 | 1 | 2012 |
| On Tail Dependence and Multifractality K Avdulaj, L Kristoufek Mathematics 8 (10), 1767, 2020 | | 2020 |
| Are benefits from oil gone? New evidence from and high frequency data K Avdulaj, B Jozef | | 2015 |
