Position: Ph.D. Candidate
Field of interest: Asset pricing
Membership: Macroeconomics and Econometrics, PhD Candidates
Contact
Office: 602
Email: matej [DOT] nevrla [AT] gmail [DOT] com
Phone:
Available: by appointment
More information
Assistant
JEM116 - Applied Econometrics
JEB132 - Introductory Statistics
JEB105 - Statistics
PhD study
Tutor: doc. PhDr. Jozef Baruník Ph.D.
Studying from: 2016
PhDr examination:
Final exam: 09/2019
Dissertation Proposal defence: 03/2023 (expected)
Dissertation defence: 09/2023 (expected)
Current work:
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
Common Idiosyncratic Quantile Risk
Dissertation topic:
Three essays on quantile cross-spectral measures of dependence
Disertation abstract:
See my Individual study plan below.
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 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
CV
Organisation Memberships
The Society for Financial Econometrics
Research profiles
ORCID, RePEc, Publons
Education
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
Job history
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
Extra activities
Teaching:
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
Bachelor theses
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.
Master theses
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
all/awarded: 1/0
Awarded:
Downloadable
CV
Individual study plan
Individual study plan (update 2022)
