Smart Agents and Sentiment in the Heterogeneous Agent Model. - Lukás Vácha; Jozef Baruník; Miloslav Vosvrda (ERCIM News, 2010)

Modeling and forecasting exchange rate volatility in time-frequency domain. - Jozef Baruník; Tomas Krehlik; Lukás Vácha (Eur. J. Oper. Res., 2016)

Combining high frequency data with non-linear models for forecasting energy market volatility. - Jozef Baruník; Tomas Krehlik (Expert Syst. Appl., 2016)

Persistence in financial connectedness and systemic risk. - Jozef Baruník; Michael Ellington (Eur. J. Oper. Res., 2024)