PhDr. Jozef Baruník Ph.D., ČEZ Chair
Position: Assistant Professor, Researcher, Lecturer
Field of interest: Financial economics, econometrics
Membership: Internal, Macroeconomics and Econometrics
Contact
Office: 503
Email: barunik [AT] fsv [DOT] cuni [DOT] cz
Phone: +420(776)259273
Personal web pages: http://staff.utia.cas.cz/barunik/
Available: upon request
More information
Syllabi
Course supervisor
JEB110 - Econometrics II
JEM059 - Quantitative Finance I
JEM061 - Quantitative Finance II
JED410 - Quantitative Methods I
JED411 - Quantitative Methods II
Teacher
JEM116 - Applied Econometrics
JEB110 - Econometrics II
JEM059 - Quantitative Finance I
JEM061 - Quantitative Finance II
JED410 - Quantitative Methods I
CV
Organisation Memberships
The Econometric Society, Society for Computational Economics, The Czech Econometric Society
Education
2011 PhD in Economics, Charles University in Prague
2006 PhDr. in Economics, Charles University in Prague
2006 Mgr.(MSc. equivalent), in Economics, Charles University in Prague
2004 Bc. (BSc. equivalent) in Economics, Charles University in Prague
Job history
2012 - research visit ECARES - Solvay Brussels School of Economics and Management, Université libre de Bruxelles
2011 (Oct.) + Assistant Professor, Charles University in Prague
2013 + Research Fellow, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics
2011-2012 PostDoc, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics
2011+ lectures Econometrics II
2009 - research visit CeNDEF, University of Amsterdam
2007+ lectures Applied Econometrics
2007+ lectures Quantitative Finance I and Quantitative Finance II
2007 - 2011 teaching assistant Econometrics A
2007-2011 Research Assistant, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics
Extra activities
2013+ Grant Agency of the Czech Republic, Evaluation Committee. Member
Refereeing
(approximately 45 times). Selected list of journals: Annals of Finance, Computational Statistics & Data Analysis, Emerging Markets Finance and Trade, Energy Economics, Journal of Econometrics, Journal of Economic Behavior & Organization, Journal of Economic Dynamics and Control, Neural Network World, Physica A, Quantitative Finance, Studies in Nonlinear Dynamics & Econometrics
Currently supervising 3 PhD students and 5 M.A. theses at IES
Awards and prizes
2013 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha)
2013 Principal investigator, Grant Agency of the Czech Republic, research grant on "Multivariate spectral analysis of financial markets" (2013-2015)
2012 Otto Wichterle award by the Academy of Sciences of the Czech Republic
2012 "Golden course taught at the FSV" award for Applied Econometrics
2012 ČEZ Corporate Chair holder (2012+)
2012 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha)
2011 1st place in the Energy Economics Contest (with L.Vacha)
2011 1st place in the Competition for the Best Student Paper in Theoretical Economics awarded by the Czech Econometric Society
2011 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha) and Advanced Econometrics (with M.Netuka, L.Kristoufek and P.Gapko)
2010 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha) and Applied Econometrics (with R.Horvath and M.Baxa)
2010 Czech Econometric Society Award - 3rd place in the Competition for the Best Student Paper in Theoretical Economics
2009 Biographical profile published in the 2010 edition of „Who’s Who in the World “ (Marquis, USA)
2006 M.A. with distinction from the Dean of the Faculty of Social Sciences for an extraordinarily good masters diploma thesis.
Topics for supervision
Bachelor theses
I welcome any topic in the field of Applied Financial Econometrics. The decision on the topic will be made after the discussion with the student.
Master theses
My research interest is in Econometrics of Financial Markets. Any of following topics are welcomed for supervision, as well as those suggested by students in the field of Applied Financial Econometrics.
Time Series Econometrics of Financial Markets
High-Frequency Data in Finance
Heterogeneous Agents modeling
Nonparametric Data Analysis
Neural Networks in Finance (Economics)
Wavelet Neural Networks in Finance (Economics)
Supervised Bachelor theses
all/awarded: 1/0
Awarded:
Supervised Master Theses
all/awarded: 16/10
Awarded:
Mgr. Daniel Benčík, Mgr. Eva Brabcová, Mgr. František Čech, Mgr. Jana Mašková, Mgr. Jiří Kukačka, Mgr. Ladislav Krištoufek, Mgr. Ondřej Šindelka, Mgr. Robert Verner, Mgr. Štefan Lipták, Mgr. Tomáš Kroutil
Current Ph.D. students
number: 5
Mgr. Krenar Avdulaj , Bc. et Mgr. Daniel Benčík , PhDr. Ihor Kruchynenko , PhDr. Jiří Kukačka , Radovan Parrák MSc.