1. Dynamic multi-factor credit risk model with fat-tailed factors
:GAPKO, Petr - ŠMÍD, Martin. Dynamic multi-factor credit risk model with fat-tailed factors. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2012. ISSN 0015-1920, 2012, roč. 62, č. 2, s. 125-140.