Renata Rendek
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stock market index dynamics and market activity International Journal of Theoretical and Applied Finance | 2026-08-27 | Paper |
| Approximating the growth optimal portfolio and stock price bubbles International Journal of Theoretical and Applied Finance | 2021-03-16 | Paper |
| Empirical evidence on Student-t log-returns of diversified world stock indices Journal of Statistical Theory and Practice | 2019-09-13 | Paper |
| Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index Journal of Statistical Theory and Practice | 2019-09-13 | Paper |
| Exact scenario simulation for selected multi-dimensional stochastic processes Communications on Stochastic Analysis | 2016-03-04 | Paper |
| Quasi-exact approximation of hidden Markov chain filters Communications on Stochastic Analysis | 2016-03-04 | Paper |
| Simulation of diversified portfolios in continuous financial markets | 2013-06-12 | Paper |
Research outcomes over time
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