Publications - Krenar Avdulaj


Journal articles (4)

1. * Krenar Avdulaj, Ladislav Krištoufek: On Tail Dependence and Multifractality. Mathematics 8. MDPI.   Download
2. * Krenar Avdulaj, Jozef Baruník: Semiparametric nonlinear quantile regression model for financial returns. Studies in Nonlinear Dynamics and Econometrics 21:1 (2017), 81-97.   Download
3. * Krenar Avdulaj, Jozef Baruník: Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. Energy Economics 51:1 (2015), 31-44. Elsevier.   Download
4. * Krenar Avdulaj, Jozef Baruník: 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 63:5 (2013), 425-442. Univerzita Karlova v Praze.   Download