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Position: Junior Researcher
Field of interest: Financial Econometrics, Time-series Analysis, Computational Finance
Membership: Center for Doctoral Studies, Internal, Macroeconomics and Econometrics, PhD Candidates
Contact
Office: 602
Email: matej [DOT] nevrla [AT] gmail [DOT] com
Phone:
More information
Assistant
JEM116 - Applied Econometrics
JEB132 - Introductory Statistics
JEB105 - Statistics
PhD study
Tutor: doc. PhDr. Jozef Baruník Ph.D.
Studying from: 2016
PhDr examination:
Final exam:
Dissertation Proposal defence: 11/2019 (expected)
Dissertation defence: 05/2020 (expected)
Current work:
Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach
Dissertation topic:
Three essays on quantile cross-spectral measures of dependence
Disertation abstract:
See my Individual study plan below.
Optional courses:
2016/17 WS: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications
CV
Education
2016 - present: Ph.D., Economics, IES FSV, UK
2014 - 2016: Mgr., Economic Theory, IES FSV, UK
2013 - 2016: Ing., Financial Engineering, FFÚ, University of Economics in Prague
2009 - 2013: Bc., Banking and Insurance, FFÚ, VŠE v Praze
Job history
2015 - present: Quantitative Consulting, s.r.o.
Topics for supervision
Bachelor theses
I welcome any topic related to the field of applied financial econometrics.
Only theses written in English and LaTeX are to be supervised.
