Browsing All of EconStor by Author Baruník, Jozef

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2009 Wavelet analysis of Central European stock market behaviour during the crisisBaruník, Jozef; Vácha, Lukáš
2010 Monte Carlo-based tail exponent estimatorBaruník, Jozef; Vácha, Lukáš
2010 Tail behavior of the Central European Stock markets during the financial crisisBaruník, Jozef; Vácha, Lukáš; Vošvrda, Miloslav
2011 Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency dataBaruník, Jozef; Vácha, Lukáš; Krištoufek, Ladislav
2013 Realizing stock market crashes: Stochastic cusp catastrophe model of returns under the time-varying volatilityBaruník, Jozef; Kukačka, Jiří
2014 Gold, Oil, and StocksBaruník, Jozef; Kočenda, Evžen; Vácha, Lukáš
2014 Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatilityBaruník, Jozef; Kukacka, Jiri
2014 Semiparametric Conditional Quantile Models for Financial Returns and Realized VolatilityŽikeš, Filip; Baruník, Jozef
2014 Realized wavelet-based estimation of integrated variance and jumps in the presence of noiseBaruník, Jozef; Vácha, Lukáš
2014 Estimation of long memory in volatility using waveletsBaruník, Jozef; Kraicová, Lucie
2014 Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatilityBaruník, Jozef; Křehlík, Tomáš
2014 On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) modelBaruník, Jozef; Čech, František
2015 Forecasting the term structure of crude oil futures prices with neural networksBaruník, Jozef; Malinská, Barbora
2015 Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility SpilloverBaruník, Jozef; Kocenda, Evžen; Vácha, Lukáš
2015 Gold, Oil, and Stocks: Dynamic CorrelationsBaruník, Jozef; Kocenda, Evžen; Vácha, Lukáš
2016 Simulated ML Estimation of Financial Agent-Based ModelsBaruník, Jozef; Kukačka, Jiří