- On the structure and estimation of hierarchical Archimedean copulae, submitted for publication, 2007 (with Y. Okhrin and W. Schmid).
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- Modeling Dependencies in Finance using Copulae, to appear in Applied Quantitative Finance, eds. W. Härdle, N. Hautsch and L. Overbeck, second edition, 2007 (with W. Härdle and Y. Okhrin).
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- Some properties of hierarchical Archimedean copulas, working paper, 2007 (with Y. Okhrin and W. Schmid).
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- Portfolio selection based on the internal yield requirement, 7-th international workshop for young mathematicians: Applied Mathematics (Conference proceedings), - Cracow, Polen, p.131-149, 2005 (with I. Yatsyshynets and Ya. Yeleyko).
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- Renewal Theory and Bond Returns, Applied Statistics. Actuarial And Financial Mathematics. - #1-2, 2004 (with Ya. Yeleyko).
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- Estimation Model of Effectiveness of Interbank Operations, Postcommunist Economics During Globalisation (Conference proceedings). – Lwiw, Ukraine, 2004 (with I. Yatsyshynets).
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