Study programme
Classes
- Advanced Econometrics +1JEM005 | Faculty of Social Sciences
- Financial Econometrics IIJEM061 | Faculty of Social Sciences
- Advanced Financial Econometrics IJED412 | Faculty of Social Sciences
- Advanced Financial Econometrics IIJED413 | Faculty of Social Sciences
- An Introduction to the Econometrics of NetworksJEM210 | Faculty of Social Sciences
Publications
- Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk2018 | Faculty of Social Sciences
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility2015 | Faculty of Social Sciences
- Contagion among Central and Eastern European Stock Markets during the Financial Crisis2013 | Faculty of Social Sciences
- Co-movement of energy commodities revisited: evidence from wavelet coherence analysis2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatilityPublication without faculty affiliation
- Common Cycles in Volatility and Cross Section of Stock ReturnsPublication without faculty affiliation
- Measurement of Common Risk Factors: A Panel Quantile Regression Model for ReturnsPublication without faculty affiliation
- Volatility Term Structure Modeling Using Nelson-Siegel ModelPublication without faculty affiliation
- Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices*2023 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Asymmetric Network Connectedness of Fears2022 | Publication without faculty affiliation
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