List of publications

Author Name Published in
Mgr. Michaela Vlasáková-Baruníková (Hlínková)
Barunikova, M. Barunik, J.: Neural Networks as Semiparametric Option Pricing Tool Bulletin of the Czech Econometric Society, Czech Econometric Society, 18(28), pp. 66-83 PDF
Mgr. Michaela Vlasáková-Baruníková (Hlínková)
Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks IES Working Papers 16/2009
Mgr. Michaela Vlasáková-Baruníková (Hlínková)
Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression Economic Modelling, 54, pp.503-514, preprint here PDF
Fan Yang MSc.
A Survey of Empirical Literature on Hedge Fund Performance
Fan Yang MSc.
Hedge Fund Performance: A Quantitative Survey submitted
Mgr. Olesia Zeynalova
Publication and Attenuation Biases in Measuring Skill Substitution Review of Economics and Statistics, forthcoming
Mgr. Olesia Zeynalova
Skilled and Unskilled Labor Are Less Substitutable than Commonly Thought IES Working Papers 29/2020
Mgr. Olesia Zeynalova
Tuition Fees and University Enrollment: A Meta-Analysis IES Working Papers 16/2017
Mgr. Olesia Zeynalova
Tuition Fees and University Enrollment: A Meta-Regression Analysis Oxford Bulletin of Economics and Statistics 80(6), 1145-1184
MSc. Binyi Zhang
Econometric estimation of green bond premiums in the Chinese market FFA Working Papers
MSc. Binyi Zhang
Estimation of green bond premiums in the Chinese secondary market Politická Ekonomie
MSc. Binyi Zhang
Estimation of green bond premiums in the Chinese secondary market CAMA working paper series
MSc. Binyi Zhang
Janda, K. & Kristoufek, L. & Zhang, B.: Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks Energy Economics 108:105911 PDF
MSc. Binyi Zhang
Renewable Energy Financial Modelling: A China Case Study IES Working Papers 7/2019
MSc. Binyi Zhang
Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VARMGARCH estimations FFA Working Paper
MSc. Binyi Zhang
Return and volatility spillovers between Chinese and US clean energy related stocks CAMA Working Papers 2022-17
MSc. Binyi Zhang
The impact of renewable energy and technology innovation on Chinese carbon dioxide emissions, FFA Working Papers 2:003 (2020)


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