Mgr. Josef Kurka, Ph.D.

Josef Kurka, Ph.D., is a researcher at the Institute of Information Theory and Automation of the Czech Academy of Sciences (ÚTIA) and a junior researcher and lecturer at the Institute of Economic Studies, Faculty of Social Sciences, Charles University (IES FSV UK). He completed his Ph.D. research under the supervision of doc. PhDr. Jozef Baruník, Ph.D..
 

His research focuses on financial econometrics. Specifically, he is interested in asset pricing, the effects of various sources of risk with heterogeneous persistence, connectedness in financial markets, and the time variability of asset pricing relationships. His other research interest is the prediction of sporting event outcomes.