Solver
No active
GAUK 46108: New Nonlinear Capital Markets Theories: Fractal, Bifurcational and Behavioral Approach
Modeling high-frequency correlation structure on financial markets
Cooperation
Active
402/09/0965: New Approaches for monitoring and prediction of capital markets
402/09/H045 - Nelineární dynamika v peněžní ekonomii a financích. Teorie a empirické modely
Common long-run and short-run risk factors: A panel quantile regression approach
Coupling the Risks: An Integrated Risk Measure of Economic Capital
Deep Reinforcement in Asset Pricing
GAUK No. 1188119: Horizon-specific risk, higher moments, and asset prices.
GAUK no. 910680: Asset pricing and portfolio selection in frequency domain
No active
GAUK (1052314)- Modeling time series dependence through copula quantile regressions
GAUK (852013/2013)-Modeling time series dependence with dynamic copulas and high frequency data
GAUK 1198214: Multivariate volatility modeling of medium and large size portfolios
GAUK 192215 - Simulated ML Estimation of Financial Agent-Based Models
GAUK 588912 - Empirical Validation of Heterogeneous Agent Models
GAUK 910836 -- Disentangling permanent and transitory spillovers.
