Mgr. Josef Kurka

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Position: Ph.D. Candidate
Field of interest: Financial econometrics, Asset pricing
Membership: Macroeconomics and Econometrics, PhD Candidates

Contact

Office:
Email: josef [DOT] kurka [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 728 764 483
Available: by appointment

More information

PhD study

Tutor: doc. PhDr. Jozef Baruník Ph.D.

Studying from: 2017
PhDr examination:
Final exam:
Dissertation Proposal defence: 11/2020 (expected)
Dissertation defence: 05/2021 (expected)

Current work:
Currently working in the field of horizon-specific asset pricing models incorporating higher moments of distribution.
Previous work on relevance and nature of cryptocurrencies.

Dissertation topic:
Financial economics in frequency domain.

Disertation abstract:
See Individual study plan in "downloadable"

Optional courses:

CV

Education

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

Job history

Teaching assistantship:
2017/2018 WS: JEM005 Advanced Econometrics

Topics for supervision

Downloadable

Individual study plan

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF