Publications - Petr Gapko
Journal articles (4)
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1. * Petr Gapko, Martin Šmíd: Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors. Finance a úvěr-Czech Journal of Economics and Finance 66:6 (2016), 565-574. Univerzita Karlova v Praze. Download |
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2. * Petr Gapko, Martin Šmíd: Modeling a Distribution of Mortgage Credit Losses. Ekonomický časopis 60:10 (2012), 1005-1023. Ekonomický ústav SAV. Download |
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3. * Petr Gapko, Martin Šmíd: Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors. Finance a úvěr-Czech Journal of Economics and Finance 62:2 (2012), 125-140. Univerzita Karlova v Praze. Download |
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4. * Petr Gapko, Martin Šmíd: Modeling a Distribution of Mortgage Credit Losses. IES Working Papers 23:23 (2010), 1-23. Download |
Conference papers (2)
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1. * Martin Šmíd, Petr Gapko: Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio. Proceedings of the 47th European Working Group on Financial Modelling, 1-10. Vysoká škola báňská - Technická univerzita Ostrava, Ostava 2010. Download |
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2. * Petr Gapko, Martin Šmíd: Modeling a distribution of mortgage credit losses. Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, 150-155. University of South Bohemia, České Budějovice 2010. Download |