Mgr. Ing. Matěj Nevrla

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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

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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)

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Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance
Česká Spořitelna
EY