Mgr. Ing. Matěj Nevrla

Photo

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.

Downloadable

Individual study plan

August 2020
MonTueWedThuFriSatSun
     12
34

56789
10111213141516
17181920212223
24252627282930
31      

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance