Study programme
Classes
- Advanced Econometrics +1JEM005 | Faculty of Social Sciences
- Advanced Financial Econometrics IJED412 | Faculty of Social Sciences
- Advanced Financial Econometrics IIJED413 | 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 financial agent-based models with simulated maximum likelihood2017 | Faculty of Social Sciences
- Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?2017 | Publication without faculty affiliation
- An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices2015 | Faculty of Social Sciences
- Inflluence of different ownership forms on efficiency of Czech and Slovak banks : Stochastic frontier approach2010 | Faculty of Mathematics and Physics
- On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) modelPublication without faculty affiliation
- Estimation of Financial Agent-Based Models with Simulated Maximum LikelihoodPublication 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
- Measurement of common risks in tails: A panel quantile regression model for financial returns2021 | Publication without faculty affiliation
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