| Self-weighted recursive estimation of GARCH models R Hendrych, T Cipra Communications in Statistics-Simulation and Computation 47 (2), 315-328, 2018 | 19 | 2018 |
| Systemic Risk in Financial Risk Regulation T Cipra, R Hendrych Czech Journal of Economics & Finance 67 (1), 2017 | 11 | 2017 |
| Implied volatility and state price density estimation: arbitrage analysis M Kopa, S Vitali, T Tichý, R Hendrych Computational Management Science 14 (4), 559-583, 2017 | 10 | 2017 |
| Applying State Space Models To Stochastic Claims Reserving R Hendrych, T Cipra ASTIN Bulletin: The Journal of the IAA 51 (1), 267-301, 2021 | 9 | 2021 |
| ROBUST RECURSIVE ESTIMATION OF GARCH MODELS T Cipra, R Hendrych KYBERNETIKA 54 (6), 1138-1155, 2018 | 8 | 2018 |
| On conditional covariance modelling: An approach using state space models R Hendrych, T Cipra Computational Statistics & Data Analysis 100, 304-317, 2016 | 8 | 2016 |
| Recursive Estimation of the Exponentially Weighted Moving Average Model R Hendrych, T Cipra Journal of Risk 21 (6), https://www.risk.net/journal-of-risk/685, 2019 | 6 | 2019 |
| Robustified on-line estimation of the EWMA models: Simulations and applications R Hendrych, T Cipra Proc. 33rd International Conference Mathematical Methods in Economics (D …, 2014 | 5 | 2014 |
| Holt–Winters method for run-off triangles in claims reserving T Cipra, R Hendrych European Actuarial Journal 13 (2), 815-836, 2023 | 4 | 2023 |
| Econometric model of the Czech life insurance market R Hendrych, T Cipra Prague Economic Papers 24 (2), 173-191, 2015 | 4 | 2015 |
| Modeling of Currency Covolatilities. T Cipra, R Hendrych Statistika: Statistics & Economy Journal 99 (3), 2019 | 3 | 2019 |
| Common shock approach to counterparty default risk of reinsurance R Hendrych, T Cipra Risk Management 21 (2), 123-151, 2019 | 2 | 2019 |
| Some Forms of Risk Regulation in Solvency II T Cipra, R Hendrych Prague Economic Papers 26 (6), 722-743, 2017 | 2 | 2017 |
| Econometric model of non-life technical provisions: the Czech insurance market case study R Hendrych, T Cipra European Actuarial Journal 7 (1), 257-276, 2017 | 2 | 2017 |
| Selected problems of financial time series modelling R Hendrych Charles University, Faculty of Mathematics and Physics, Sokolovska 83, 186 …, 2015 | 1 | 2015 |
| ON-LINE CALIBRATION OF THE EWMA MODELS: SIMULATIONS AND APPLICATIONS R Hendrych Löster, T., & Pavelka, T. The 9th International Days of Statistics and …, 2015 | 1 | 2015 |
| On comparing various modelling schemes: The case of the Prague Stock Exchange index R Hendrych The 8th international days of statistics and economics: Conference …, 2014 | 1 | 2014 |
| Robust Kalman Filter for High-Frequency Financial Data T Cipra, R Hendrych, M Černý Workshop on Engineering Applications, 42-54, 2018 | | 2018 |
| A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable M Černý, T Cipra, R Hendrych, O Sokol, M Rada Workshop on Engineering Applications, 55-65, 2018 | | 2018 |
| Determinanty postojů vybraných politických stran zemí EU27 k tureckému rozšíření Unie R Hendrych Charles University, Faculty of Social Sciences, Smetanovo nábřeží 6, 110 01 …, 2015 | | 2015 |
Tomáš CipraCharles UniversityVerified email at karlin.mff.cuni.cz
