Study programme
Classes
- Advanced Financial Econometrics IJED412 | Faculty of Social Sciences
- Advanced Financial Econometrics IIJED413 | Faculty of Social Sciences
- Advanced Econometrics +1JEM005 | Faculty of Social Sciences
- Financial Econometrics IIJEM061 | Faculty of Social Sciences
- An Introduction to the Econometrics of NetworksJEM210 | Faculty of Social Sciences
Publications
- Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers2016 | Faculty of Social Sciences
- Gold, oil, and stocks: Dynamic correlations2016 | Faculty of Social Sciences
- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | Faculty of Social Sciences
- Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression2016 | Faculty of Social Sciences
- Combining high frequency data with non-linear models for forecasting energy market volatility2016 | Faculty of Social Sciences
- An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices2015 | Faculty of Social Sciences
- Volatility Spillovers Across Petroleum Markets2015 | Faculty of Social Sciences
- Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?2014 | Faculty of Social Sciences
- Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Contagion among Central and Eastern European Stock Markets during the Financial Crisis2013 | Faculty of Social Sciences
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