Queiroz R. G. S., Krištoufek Ladislav, David S. A. :  A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling , Physica. A : Statistical Mechanics and its Applications vol.652, 130046 [2024] Download DOI: 10.1016/j.physa.2024.130046

Inacio Jr. C. M. C., Krištoufek Ladislav, David S. A. :  Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis , Physica. A : Statistical Mechanics and its Applications vol.626, 129084 [2023] Download Download DOI: 10.1016/j.physa.2023.129084