Structural breaks in dependent, heteroscedastic, and extremal panel data. - Matús Maciak; Barbora Pestová; Michal Pesta (Kybernetika, 2018)

Investment disputes and their explicit role in option market uncertainty and overall risk instability. - Zdenek Drábek; Milos Kopa; Matús Maciak; Michal Pesta; Sebastiano Vitali (Comput. Manag. Sci., 2023)

Using interpolated implied volatility for analysing exogenous market changes. - Matús Maciak; Sebastiano Vitali (Comput. Manag. Sci., 2024)