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)