Mgr. Josef Kurka, Ph.D.
researcher
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, Ph.D., is a researcher at the Institute of Information Theory and Automation of the Czech Academy of Sciences and a Ph.D. graduate at the Institute of Economic Studies, Faculty of Social Sciences, Charles University (IES FSV UK).
He completed his doctoral research under the supervision of doc. PhDr. Jozef Baruník, Ph.D.
His research focuses on financial econometrics, particularly asset pricing, the effects of various sources of risk with heterogeneous persistence, connectedness in financial markets, and the time-variability of asset pricing relationships. He is also interested in predicting the outcomes of sporting events.
Josef Kurka, Ph.D., leads the seminars for the 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]