Position: Ph.D. Candidate
Field of interest: Asset pricing
Membership: Macroeconomics and Econometrics, PhD Candidates
Email: matej [DOT] nevrla [AT] gmail [DOT] com
Available: by appointment
Studying from: 2016
Final exam: 09/2019
Dissertation Proposal defence: 03/2023 (expected)
Dissertation defence: 09/2023 (expected)
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
Common Idiosyncratic Quantile Risk
Three essays on quantile cross-spectral measures of dependence
See my Individual study plan below.
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 2016/2017, SS 2017/2018, SS 2018/2019
JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications: WS 2016/2017, WS 2017/2018, WS 2018/2019
2019 - research visit, University of California, San Diego
2016 - present: Ph.D., Economics, IES FSV, UK
2014 - 2016: Mgr., Economic Theory, IES FSV, UK
2013 - 2016: Ing., Financial Engineering, University of Economics in Prague
2009 - 2013: Bc., Banking and Insurance, University of Economics in Prague
2015 - 2017: Quantitative Consulting, s.r.o.
2017+: Junior Researcher at the Institute of Theory of Information and Automation (UTIA), Czech Academy of Sciences, Prague
2018 - 2021: UNCE Research Fellowship
WS 2019/20: JEM005: Advanced Econometrics
SS 2018/2019: JEM116: Applied Econometrics
WS 2018/2019: JEB105 - Statistics
WS 2018/2019: JEM005 - Advanced Econometrics
SS 2017/2018: JEM116 - Applied Econometrics
SS 2017/2018: JEB132 - Introductory Statistics
WS 2017/2018: JEB105 - Statistics
WS 2017/2018: JEM005 - Advanced Econometrics
SS 2016/2017: JEM 116 - Applied Econometrics
SS 2016/2017: JEB132 - Introductory Statistics
WS 2016/2017: JEB105 - Statistics
Topics for supervision
I welcome any topic related to the field of applied financial economics and econometrics.
Only theses written in English and LaTeX are to be supervised.
As a PhD candidate, I am primarily supervising Bachelor theses. You are encouraged to select your Master thesis supervisor from the current IES faculty. If you still want me to supervise your Master thesis, get in touch with me via email.
Supervised Bachelor theses