| Credit risk management J Witzany, J Witzany Credit Risk Management: Pricing, Measurement, and Modeling, 5-18, 2017 | 101 | 2017 |
| Credit risk management and modeling J Witzany Oeconomica, 2010 | 65 | 2010 |
| Survival analysis in LGD modeling J Witzany, M Rychnovský, P Charamza European Financial and Accounting Journal 7 (1), 6-27, 2012 | 49 | 2012 |
| A two-factor model for PD and LGD correlation J Witzany Available at SSRN 1476305, 2011 | 35 | 2011 |
| Estimating correlated jumps and stochastic volatilities J Witzany IES Working Paper, 2011 | 29 | 2011 |
| Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods M Fičura, J Witzany Available at SSRN 2551807, 2015 | 20 | 2015 |
| A comparison of EVT and standard VaR estimations J Baran, J Witzany Available at SSRN 1768011, 2011 | 18 | 2011 |
| IFRS 9 and its behavior in the cycle: The evidence on EU countries O Pastiranová, J Witzany Journal of International Financial Management & Accounting 33 (1), 5-17, 2022 | 17 | 2022 |
| Analysing cross-currency basis spreads J Baran, J Witzany Ekonomický časopis 66 (10), 1002-1030, 2018 | 17 | 2018 |
| Interest rate swap credit valuation adjustment J Černý, J Witzany IES Working Paper, 2014 | 17 | 2014 |
| Financial derivates: valuation, hedging and risk management J Witzany Vysoká škola ekonomická, Nakladatelství Oeconomica, 2013 | 16 | 2013 |
| Impact of implementation of IFRS 9 on Czech banking sector O Pastiranová, J Witzany Prague Economic Papers 30 (4), 449-469, 2021 | 15 | 2021 |
| A Note on the Vasicek’s Model with the Logistic Distribution J Witzany Ekonomický časopis 61 (10), 1053-1066, 2013 | 15 | 2013 |
| Exposure at default modeling with default intensities J Witzany Available at SSRN 2489672, 2011 | 11 | 2011 |
| On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model. J Witzany Finance a Uver: Czech Journal of Economics & Finance 60 (3), 2010 | 11 | 2010 |
| Basel II capital requirement sensitivity to the definition of default J Witzany Available at SSRN 1274186, 2008 | 10 | 2008 |
| Konstrukce výnosových křivek v pokrizovém období J Baran, J Witzany Politická ekonomie 62 (1), 67-99, 2014 | 9 | 2014 |
| International financial markets J Witzany Oeconomica, 2012 | 9 | 2012 |
| Loss, Default, and Loss Given Default Modeling J Witzany IES Working Paper, 2009 | 9 | 2009 |
| Unexpected recovery risk and LGD discount rate determination J Witzany European Financial and Accounting Journal 4 (1), 61-84, 2009 | 9 | 2009 |
Milan FičuraUniversity of Economics, Prague在 vse.cz 的电子邮件经过验证
Milan FičuraUniversity of Economics, Prague在 vse.cz 的电子邮件经过验证
Jaroslav BaranNSPA在 nspa.nato.int 的电子邮件经过验证