← All authors Matúš Maciak Charles University (from arXiv:1908.10636, 2019) · ORCID · OpenAlex
22 papers in scope · 20 published · 2 on the econ.EM arXiv · 161 citations · h-index 8 (over the papers listed here)
Papers (2 of 22)
Using interpolated implied volatility for analysing exogenous market changes
published 2024 · Computational Management Science · 1 citations
with Sebastiano Vitali
Real-time changepoint detection in a nonlinear expectile model
published 2023 · Metrika · 2 citations
Investment disputes and their explicit role in option market uncertainty and overall risk instability
published 2023 · Computational Management Science
Bootstrapping Not Independent and Not Identically Distributed Data
published 2022 · Mathematics · 7 citations
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
published 2022 · Astin Bulletin · 10 citations
Infinitely stochastic micro reserving
published 2021 · Insurance Mathematics and Economics · 16 citations
Quantile LASSO in arbitrage-free option markets
published 2020 · Econometrics and Statistics · 4 citations
Changepoint estimation for dependent and non-stationary panels
published 2020 · Applications of Mathematics · 12 citations
Changepoint in dependent and non-stationary panels
published 2020 · Statistical Papers · 24 citations
Quantile LASSO with changepoints in panel data models applied to option pricing
published 2020 · Econometrics and Statistics · 2 citations · first circulated 2019
Detection of similar successive groups in a model with diverging number of variable groups
published 2020 · Sequential Analysis · 2 citations · first circulated 2019
with Gabriela Ciuperca, François Wahl, Francois Wahl
Implied Volatility Surface Estimation via Quantile Regularization
published 2020 · Springer proceedings in mathematics & statistics · 2 citations
Changepoint Detection by the Quantile LASSO Method
published 2019 · Journal of Statistical Theory and Practice · 6 citations
with Gabriela Ciuperca
Change‐point detection in a linear model by adaptive fused quantile method
published 2019 · Scandinavian Journal of Statistics · 10 citations
with Gabriela Ciuperca
working paper 2019 · arXiv
Structural breaks in dependent, heteroscedastic, and extremal panel data
published 2018 · Kybernetika · 8 citations
working paper 2018 · arXiv
Bootstrapping Nonparametric M-Smoothers with Independent Error Terms
published 2018 · Springer proceedings in mathematics & statistics
Discontinuities in robust nonparametric regression with α-mixing dependence
published 2017 · Journal of nonparametric statistics · 7 citations
with Marie Hušková
Testing Shape Constraints in Lasso Regularized Joinpoint Regression
published 2017 · Springer proceedings in mathematics & statistics · 2 citations
Regularization techniques in joinpoint regression
published 2016 · Statistical Papers · 15 citations
with Ivan Mizera
Ostracism of an Albino Individual by a Group of Pigmented Catfish
published 2015 · PLoS ONE · 31 citations
with Ondřej Slavík, Pavel Horký
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