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:
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
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.
