Details about Petr Gapko
Access statistics for papers by Petr Gapko.
Last updated 2013-10-24. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Modeling a Distribution of Mortgage Credit Losses
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
- Modeling Credit Losses for Multiple Loan Portfolios
Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (6), 558-579
- Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors
Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (6), 565-574
- Main drivers of natural gas prices in the Czech Republic after the market liberalisation
Energy Policy, 2013, 52, (C), 199-212 View citations (4)
- Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (2), 125-140 View citations (1)