PhDr. Vít Bubák, M.A., Ph.D.

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Position: External Thesis Advisor
Field of interest: Econometrics, Macroeconomics
Membership: External, Leaders - not at IES, Macroeconomics and Econometrics

Contact

Office:
Email: vitbubak [AT] gmail [DOT] com
Phone: +420 222 112 330
Personal web pages: http://scholar.google.com/citations?user=C9ubhRAAAAAJ&hl=en
Available: Available upon request.

More information

CV

Organisation Memberships

European Economic Association, European Finance Association, Eastern Economic Association, Econometric Society

Education

2010 PhD Economics, Université Paris I Panthéon-Sorbonne
2010 PhD Economics, Charles University in Prague
2008 MA Economics, University of Iowa
2005 Mgr. (MA equivalent) in Economics, Charles University in Prague
2002 Bc. (BA equivalent) in Economics, Charles University in Prague

Studies abroad:
2003 l'Université Catholique de Louvain (Louvain-la-Neuve, Belgium), spring semester
2002 University of Queensland (Brisbane, QLD, Australia), fall semester

Job history

2009 teaching assistant: Probability and Math Statistics I. (undergraduate)
2009 teaching assistant: Introductory Economics I. (undergraduate)
2008 teaching assistant: Principles of Economics (undergraduate)
2007 teaching assistant: Principles of Economics (undergraduate)
2006 teaching assistant: Econometrics II. (undergraduate)
2006 teaching assistant: Introductory Economics II. (undergraduate)
2006 lecturer: Corporate Finance (undergraduate)
2005 teaching assistant: Advanced Microeconomics AI. (graduate)
2003+ teaching assistant: Risk Management (graduate/MBA)
2003+ teaching assistant: Investment Valuation and Prtf Management (graduate/MBA)

Extra activities

2016+ Instituto Desarrollo
2014-15 Dun and Bradstreet
2010-13 Fitch Solutions
2006 Anglo-American University, lecturer
2005 Wood and Co., Equity Research, junior analyst
2004 Centre Francais de Recherche en Sciences Sociales (CEFRES, Prague), researcher

Awards and prizes

2006 Accenture/Open Society Fund Scholarship
2006 Sasakawa Young Leaders Fellowship (SYLFF)
2005 Gaudeamus Prize ("Modeling the Czech Stock Market with High Freq. TS Methods")
2005 Alumni Prize ("Seasonality and Non-trading Effect on CEE markets")
2004 CEFRES/Societe Generale Research Fellowship
2003 Alumni Prize ("Informative Value of Firm Capital Structure")

Topics for supervision

Bachelor theses

I welcome any topic in the field of applied financial economics and/or econometrics. Of particular relevance are topics related to time series analysis of both daily and high-frequency data, market microstructure, stock market volatility and risk management.

(see the themes below)

Master theses

I welcome any topic in the field of applied financial economics and/or econometrics. Of particular relevance are topics related to time series analysis of both daily and high-frequency data, market microstructure, stock market volatility and risk management. More specific themes would be:

- Information transmission between the financial markets
- Information content of intraday data
- Volatility modelling: Further results from the CE financial markets

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF