On conditional covariance modelling: An approach using state space models. - Radek Hendrych; Tomás Cipra (Comput. Stat. Data Anal., 2016)

Implied volatility and state price density estimation: arbitrage analysis. - Milos Kopa; Sebastiano Vitali; Tomás Tichý; Radek Hendrych (Comput. Manag. Sci., 2017)

A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable. - Michal Cerný; Tomás Cipra; Radek Hendrych; Ondrej Sokol; Miroslav Rada (WEA (1), 2018)

Robust Kalman Filter for High-Frequency Financial Data. - Tomás Cipra; Radek Hendrych; Michal Cerný (WEA (1), 2018)

Self-weighted recursive estimation of GARCH models. - Radek Hendrych; Tomás Cipra (Commun. Stat. Simul. Comput., 2018)

Robust recursive estimation of GARCH models. - Tomás Cipra; Radek Hendrych (Kybernetika, 2018)