Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach. - Henryk Gurgul; Artur Machno (Central Eur. J. Oper. Res., 2016)

The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange. - Henryk Gurgul; Artur Machno (Central Eur. J. Oper. Res., 2017)