| Maximum likelihood estimation of the Cox-Ingersoll-Ross process: the MATLAB implementation K Kladıvko Technical Computing Prague, 2007 | 133 | 2007 |
| The Czech Treasury Yield Curve from 1999 to the Present K Kladívko Czech Journal of Economics and Finance (Finance a uver) 60 (4), 307-335, 2010 | 35 | 2010 |
| Executive stock option exercise with full and partial information on a drift change point V Henderson, K Kladívko, M Monoyios, C Reisinger SIAM Journal on Financial Mathematics 11 (4), 1007-1062, 2020 | 11 | 2020 |
| Maximum likelihood estimation of the Hull–White model K Kladívko, T Rusý Journal of Empirical Finance 70, 227-247, 2023 | 7 | 2023 |
| Do market participants’ forecasts of financial variables outperform the random-walk benchmark? K Kladívko, P Österholm Finance Research Letters 40, 101712, 2021 | 6* | 2021 |
| The General Method of Moments (GMM) using MATLAB: The practical guide based on the CKLS interest rate model K Kladıvko Department of Statistics and Probability Calculus, University of Economics …, 2007 | 6 | 2007 |
| Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey K Kladívko, P Österholm Applied Economics, 1-12, 2023 | 4 | 2023 |
| Can households predict where the macroeconomy is headed? K Kladívko, P Österholm SVERIGES RIKSBANK ECONOMIC REVIEW, 2, 2021 | 4 | 2021 |
| A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate V Golomoziy, Y Mishura, K Kladívko Frontiers in Applied Mathematics and Statistics 10, 1450581, 2024 | 2 | 2024 |
| Market participants or the random walk–who forecasts better? Evidence from micro-level survey data T Kiss, K Kladivko, O Silfverberg, P Österholm Finance Research Letters 54, 103752, 2023 | 2 | 2023 |
| Mean–variance hedging of contingent claims with random maturity K Kladívko, M Zervos Mathematical Finance 33 (4), 1213-1247, 2023 | 1 | 2023 |
| Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching V Golomoziy, K Kladivko, Y Mishura arXiv preprint arXiv:2501.06895, 2025 | | 2025 |
| An Analysis of UK Households’ Directional Forecasts of Interest Rates K Kladívko, P Österholm Journal of Business Cycle Research, 1-20, 2024 | | 2024 |
| Vad säger hushållens förväntningar om vart bostadspriserna är på väg? K Kladívko, P Österholm Ekonomisk Debatt 51 (5), 78-85, 2023 | | 2023 |
| Varför har arbetstagar-och arbetsgivarorganisationer olika förväntningar om lönetillväxt? T Kiss, K Kladivko, A Lunander, P Österholm Working Paper, 2022 | | 2022 |
Pär ÖsterholmProfessor of economics, Örebro UniversityVerified email at oru.se
