Position: Ph.D. Candidate
Field of interest: Financial econometrics, Asset pricing
Membership: Macroeconomics and Econometrics, PhD Candidates
Email: josef [DOT] kurka [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 728 764 483
Available: by appointment
JEM059 - Financial Econometrics I
JED415 - Quantitative Methods in Macroeconomics and Finance II
Tutor: doc. PhDr. Jozef Baruník Ph.D.
Studying from: 2017
Dissertation Proposal defence: 05/2023 (expected)
Dissertation defence: 11/2023 (expected)
Currently building asset pricing models considering risks with heterogeneous persistence, and incorporating higher moments of returns distribution and distributional asymmetries.
Previous work on interconnectedness between cryptocurrencies and the traditional financial assets.
ORCID Publons Scopus Google Scholar RePEc
Financial economics in frequency domain.
See Individual study plan in "downloadable"
JED413 - Advanced Financial Econometrics II: SS 2019/2020, SS 2020/2021, SS 2021/2022
JED412 - Advanced Financial Econometrics I: WS 2019/2020, WS 2020/2021, WS 2021/2022
JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications: SS 2017/2018, SS 2018/2019
JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications: WS 2017/2018, WS 2018/2019
10/2010 - 06/2014: Bc., Economic theory, IES FSV UK
10/2014 - 06/2016: Mgr., Economic theory, IES FSV UK
09/2017 - present: PhD., Economics, IES FSV UK
2020 - UNCE Research Fellowship
2021 - UNCE Research Fellowship
2017/2018 WS: JEM005 Advanced Econometrics
2018/2019 WS: JEM005 Advanced Econometrics
2018/2019 WS: JEM059 Quantitative Finance I
2018/2019 SS: JED415 Quantitative Methods II
2019/2020 WS: JEM005 Advanced Econometrics
2019/2020 WS: JEM059 Financial Econometrics I
2020/2021 WS: JEM005 Advanced Econometrics
2020/2021 WS: JEM059 Financial Econometrics I
2021/2022 WS: JEM217 Advanced Econometrics
2021/2022 SS: JEM059 Financial Econometrics I
Topics for supervision
I am open to supervise any topic applying current econometric methods on economic and financial data. I will be especially happy to accept topics close to my research interests:
- Asset pricing
- Time variation on the financial markets
- Sports analysis, sports economics