Mgr. Ing. Matěj Nevrla

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Position: Junior Researcher
Field of interest: Financial Economics and Econometrics, Time-series Analysis
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:
Tail Risks, Asset Prices, and Investment Horizons
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:
2018/19 WS: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications
2017/18 SS: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
2017/18 WS: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications
2016/17 SS: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
2016/17 WS: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications

CV

Organisation Memberships

The Society for Financial Econometrics

Education

2016 - present: Ph.D., Economics, IES FSV, UK
2014 - 2016: Mgr., Economic Theory, IES FSV, UK
2013 - 2016: Ing., Financial Engineering, University of Economics in Prague
2009 - 2013: Bc., Banking and Insurance, University of Economics in Prague

Job history

2015 - present: Quantitative Consulting, s.r.o.

Extra activities

Teaching:
WS 2018/2019: JEB105 - Statistics
WS 2018/2019: JEM005 - Advanced Econometrics

SS 2017/2018: JEM 116 - Applied Econometrics
SS 2017/2018: JEB132 - Introductory Statistics
WS 2017/2018: JEB105 - Statistics
WS 2017/2018: JEM005 - Advanced Econometrics

SS 2016/2017: JEM 116 - Applied Econometrics
SS 2016/2017: JEB132 - Introductory Statistics
WS 2016/2017: JEB105 - Statistics

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.

Master theses

I welcome any topic related to the field of applied financial econometrics.

Only theses written in English and LaTeX are to be supervised.

Downloadable

Individual study plan

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Partners

Deloitte
McKinsey & Company
Moneta Money Bank

Sponsors

CRIF
ČSOB