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Person
Class
Person
Publication
Programmes
doc. PhDr. Jozef Baruník Ph.D.
Academic staff at Faculty of Social Sciences
1 study programme
6 classes
71 publications
Study programme
programme
Finance and Data Analytics
🇬🇧 NMgr. |
Faculty of Social Sciences
Classes
class
Advanced Econometrics
+1
JEM005 |
Faculty of Social Sciences
class
Financial Econometrics II
JEM061 |
Faculty of Social Sciences
class
Advanced Financial Econometrics I
JED412 |
Faculty of Social Sciences
class
Advanced Financial Econometrics II
JED413 |
Faculty of Social Sciences
class
An Introduction to the Econometrics of Networks
JEM210 |
Faculty of Social Sciences
Publications
publication
Do co-jumps impact correlations in currency markets?
2018 |
Publication without faculty affiliation
publication
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
2017 |
Faculty of Social Sciences
publication
Estimation of financial agent-based models with simulated maximum likelihood
2017 |
Faculty of Social Sciences
publication
Modeling and forecasting exchange rate volatility in time-frequency domain
2016 |
Faculty of Social Sciences
publication
Combining high frequency data with non-linear models for forecasting energy market volatility
2016 |
Faculty of Social Sciences
publication
Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data
2015 |
Faculty of Social Sciences
publication
Tail behavior of the Central European stock markets during the financial crisis
Publication without faculty affiliation
publication
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
Publication without faculty affiliation
publication
Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
Publication without faculty affiliation
publication
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
Publication without faculty affiliation
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