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
- A semiparametric nonlinear quantile regression model for financial returns2017 | Faculty of Social Sciences
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility2015 | 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
- Understanding the source of multifractality in financial markets2012 | Faculty of Mathematics and Physics
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data2010 | Faculty of Social Sciences
- Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency dataPublication without faculty affiliation
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