Browsing All of EconStor by Author Baruník, Jozef
Showing results 1 to 19 of 19
| Year of Publication | Title | Author(s) |
| 2009 | Wavelet analysis of Central European stock market behaviour during the crisis | Baruník, Jozef; Vácha, Lukáš |
| 2010 | Monte Carlo-based tail exponent estimator | Baruník, Jozef; Vácha, Lukáš |
| 2010 | Tail behavior of the Central European Stock markets during the financial crisis | Baruník, Jozef; Vácha, Lukáš; Vošvrda, Miloslav |
| 2011 | Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data | Baruník, Jozef; Vácha, Lukáš; Krištoufek, Ladislav |
| 2013 | Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatility | Baruník, Jozef; Kukačka, Jiří |
| 2014 | Gold, Oil, and Stocks | Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš |
| 2014 | On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model | Baruník, Jozef; Čech, František |
| 2014 | Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility | Baruník, Jozef; Křehlík, Tomáš |
| 2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise | Baruník, Jozef; Vácha, Lukáš |
| 2014 | Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility | Žikeš, Filip; Baruník, Jozef |
| 2014 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility | Baruník, Jozef; Kukacka, Jiri |
| 2014 | Estimation of long memory in volatility using wavelets | Baruník, Jozef; Kraicová, Lucie |
| 2015 | Forecasting the term structure of crude oil futures prices with neural networks | Baruník, Jozef; Malinská, Barbora |
| 2015 | Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover | Baruník, Jozef; Kocenda, Evžen; Vácha, Lukáš |
| 2015 | Gold, Oil, and Stocks: Dynamic Correlations | Baruník, Jozef; Kocenda, Evžen; Vácha, Lukáš |
| 2016 | Simulated ML Estimation of Financial Agent-Based Models | Baruník, Jozef; Kukačka, Jiří |
| 2019 | Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets | Baruník, Jozef; Kocenda, Evžen |
| 2019 | Tail risks, asset prices, and investment horizons | Baruník, Jozef; Nevrla, Matěj |
| 2024 | Quantile preferences in portfolio choice: A Q-DRL approach to dynamic diversification | Sarkany, Attila; Janásek, Lukáš; Baruník, Jozef |
