Mgr. Josef Kurka
Ph.D. student
Department:
Department of Econometrics
Research interests:
Currently working in the field of horizon-specific asset pricing models incorporating higher moments of distribution.
Previous work on relevance and nature of cryptocurrencies.
Biography
Publication list
Josef Kurka is a researcher at Institute of Information Theory and Automation at the Czech Academy of Sciences, and a Ph.D. student at the Institute of Economic Studies, Charles University (IES FSV UK).
He is completing my Ph.D. research under the supervision of doc. PhDr. Jozef Baruník, Ph.D.
He concentrate his research on the field of financial econometrics. Specifically, he is interested in asset pricing, effects of various sources of risks with heterogeneous persistence, connectedness on financial markets, and time-variability of asset pricing relationships. His other research interest is predicting the outcomes of sporting events.
Josef Kurka leads the seminars for Financial Econometrics I course at IES FSV UK.
Journal articles
- : Risks of heterogeneously persistent higher moments, International Review of Financial Analysis 96 Download Download DOI: 10.1016/j.irfa.2024.103573 [2024]