Mgr. Josef Kurka

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Position: Ph.D. Candidate
Field of interest: Financial econometrics, Asset pricing
Membership: Macroeconomics and Econometrics, PhD Candidates

Contact

Office:
Email: josef [DOT] kurka [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 728 764 483
Available: by appointment

More information

Assistant

JEM059 - Financial Econometrics I
JED415 - Quantitative Methods in Macroeconomics and Finance II

PhD study

Tutor: doc. PhDr. Jozef Baruník Ph.D.

Studying from: 2017
PhDr examination:
Final exam:
Dissertation Proposal defence: 05/2023 (expected)
Dissertation defence: 11/2023 (expected)

Current work:
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.

Research profiles
ORCID Publons Scopus Google Scholar RePEc

Dissertation topic:
Financial economics in frequency domain.

Disertation abstract:
See Individual study plan in "downloadable"

Optional courses:
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

CV

Education

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

Job history

Awards:
2020 - UNCE Research Fellowship
2021 - UNCE Research Fellowship

Teaching assistantship:

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

Bachelor theses

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

Downloadable

CV
Individual study plan
Individual study plan 2022

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Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance
Česká Spořitelna
EY