Krenar Avdulaj

Krenar Avdulaj

Institute of Experimental Medicine - Prague / Czech Republic
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202473
Institut experimentálního lékařství
person_outline Krenar Avdulaj's MOST POPULAR ARTICLES
1-) Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data Energy Economics 51, 31-44, 2015
2-) Can we still benefit from international diversification? the case of the Czech and German stock markets arXiv preprint arXiv:1308.6120, 2013
3-) The extreme value theory as a tool to measure market risk IES Working Paper, 2011
4-) A semiparametric nonlinear quantile regression model for financial returns Studies in Nonlinear Dynamics & Econometrics 21 (1), 81-97, 2017
5-) Value-at-risk based extreme value theory method and copulas: empirical evidence from Central Europe Univerzita Karlova, Fakulta sociálních věd, 2010