Position: Ph.D. Candidate
Field of interest: Financial econometrics, Asset pricing
Membership: Macroeconomics and Econometrics, PhD Candidates
Email: josef [DOT] kurka [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 728 764 483
Available: by appointment
Studying from: 2017
Dissertation Proposal defence: 11/2020 (expected)
Dissertation defence: 05/2021 (expected)
Currently working in the field of horizon-specific asset pricing models incorporating higher moments of distribution.
Previous work on relevance and nature of cryptocurrencies.
Financial economics in frequency domain.
See Individual study plan in "downloadable"
10/2010 - 06/2014: Bc., Economic theory, IES FSV UK
10/2014 - 06/2016: Mgr., Economic theory, IES FSV UK
09/2017 - present: PhD., Economics, IES FSV UK
2017/2018 WS: JEM005 Advanced Econometrics
2018/2019 WS: JEM005 Advanced Econometrics
2018/2019 WS: JEM059 Quantitative Finance I
2018/2019 SS: JED415 Quantitative Methods II
2019/2020 WS: JEM005 Advanced Econometrics
2019/2020 WS: JEM059 Financial Econometrics I