About
| Phone | +420-776-259273 |
| barunik @ utia.cas.cz |
full academic c.v. is available for download
my pages at Institute of Economic Studies, FSV UK here
my pages at Academy of Sciences here
Assistant Professor
Dept. of Macroeconomics and EconometricsInstitute of Economic Studies
Faculty of Social Sciences
Charles University
Prague, Czech Republic
Research Fellow (Financial Econometrics)
Dept. of Econometrics,Institute of Information Theory and Automation
Academy of Sciences of the Czech Republic
Research interests
Financial Econometrics, Continuous-time models, Multivariate Realized Volatility, Neural Networks, Heterogeneous Agent Models, Wavelets Analysis, Catastrophe TheoriesMaster Thesis
On the predictibility of Central European stock returns: Do Neural Networks outperform modern econometric techniques?"
thesis can be viewed here, thesis can also be downloaded from this link: Master Thesis
PhD Thesis
Wavelet-based Realized Variation and Covariation theory