Position: Junior Researcher
Field of interest: Financial Economics and Econometrics, Time-series Analysis
Membership: Macroeconomics and Econometrics, PhD Candidates
Contact
Office: 602
Email: matej [DOT] nevrla [AT] gmail [DOT] com
Phone:
Available: by appointment
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:
Downside Network Asset Pricing
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:
2019/20 WS: JED412 - Advanced Financial Econometrics
2018/19 SS: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
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
Research profiles
ORCID, RePEc, Publons
Education
2019 - research visit, University of California, San Diego
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.
2018 - present: UNCE Research Fellowship
Extra activities
Teaching:
WS 2019/20: JEM005: Advanced Econometrics
SS 2018/2019: JEM116: Applied Econometrics
WS 2018/2019: JEB105 - Statistics
WS 2018/2019: JEM005 - Advanced Econometrics
SS 2017/2018: JEM116 - 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
CV
Individual study plan
Individual study plan (update 2020)
