Position: Assistant Professor 
Field of interest: Financial markets
Membership: Finance and Capital Markets, Internal
Contact
Office: 503
Email: vachal [AT] utia [DOT] cas [DOT] cz
Phone: 602 161 710
Available: By appointment
More information
Syllabi
Course supervisor
JEM059 - Financial Econometrics I
JEM061 - Financial Econometrics II
JEM158 - Tools for Modern Macroeconometrics
Teacher
JED412 - Advanced Financial Econometrics I
JED413 - Advanced Financial Econometrics II
JEM059 - Financial Econometrics I
JEM061 - Financial Econometrics II
JEM158 - Tools for Modern Macroeconometrics
CV
Job history
ZS 2001-2006 Business cycle theory
LS 2001-2006 Economic Dynamics II
ZS, LS 2007 - 2009 Quantitative Finance I, II
UTIA, ČSAV (CAS) Department of econometrics (since 2001)
Topics for supervision
Master theses
Wavelet analysis of financial markets
Supervised Bachelor theses
all/awarded: 4/2
Awarded:
Bc. Daniel Benčík, Bc. Hana Štefanová
Supervised Master Theses
all/awarded: 9/2
Awarded:
Mgr. Filip Šmolík, Mgr. Luboš Hanus
Supervised Ph.D. Theses
number: 1
PhDr. Ladislav Krištoufek, Ph.D (9.10.2013)
Current Ph.D. students
number: 1
Mgr. Luboš Hanus
