Browsing All of EconStor by Author Baruník, Jozef


Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2009Wavelet analysis of Central European stock market behaviour during the crisisBaruník, Jozef; Vácha, Lukáš
2010Monte Carlo-based tail exponent estimatorBaruník, Jozef; Vácha, Lukáš
2010Tail behavior of the Central European Stock markets during the financial crisisBaruník, Jozef; Vácha, Lukáš; Vošvrda, Miloslav
2011Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency dataBaruník, Jozef; Vácha, Lukáš; Krištoufek, Ladislav
2013Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatilityBaruník, Jozef; Kukačka, Jiří
2014Gold, Oil, and StocksBaruník, Jozef; Kočenda, Evžen; Vácha, Lukáš
2014On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) modelBaruník, Jozef; Čech, František
2014Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatilityBaruník, Jozef; Křehlík, Tomáš
2014Realized wavelet-based estimation of integrated variance and jumps in the presence of noiseBaruník, Jozef; Vácha, Lukáš
2014Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip; Baruník, Jozef
2014Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatilityBaruník, Jozef; Kukacka, Jiri
2014Estimation of long memory in volatility using waveletsBaruník, Jozef; Kraicová, Lucie
2015Forecasting the term structure of crude oil futures prices with neural networksBaruník, Jozef; Malinská, Barbora
2015Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility SpilloverBaruník, Jozef; Kocenda, Evžen; Vácha, Lukáš
2015Gold, Oil, and Stocks: Dynamic CorrelationsBaruník, Jozef; Kocenda, Evžen; Vácha, Lukáš
2016Simulated ML Estimation of Financial Agent-Based ModelsBaruník, Jozef; Kukačka, Jiří
2019Total, Asymmetric and Frequency Connectedness Between Oil and Forex MarketsBaruník, Jozef; Kocenda, Evžen
2019Tail risks, asset prices, and investment horizonsBaruník, Jozef; Nevrla, Matěj