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
- Estimation of long memory in volatility using wavelets2017 | Faculty of Social Sciences
- Estimation of financial agent-based models with simulated maximum likelihood2017 | Faculty of Social Sciences
- Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests2014 | Publication without faculty affiliation
- Inflluence of different ownership forms on efficiency of Czech and Slovak banks : Stochastic frontier approach2010 | Faculty of Mathematics and Physics
- Monte Carlo-based tail exponent estimator2010 | Faculty of Social Sciences
- On Hurst exponent estimation under heavy-tailed distributions2010 | Publication without faculty affiliation
- Monte Carlo-based tail exponent estimatorPublication without faculty affiliation
- Estimation of Long Memory in Volatility Using WaveletsPublication without faculty affiliation
- Estimation of Financial Agent-Based Models with Simulated Maximum LikelihoodPublication 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
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