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Doc. PhDr. Jozef Baruník, Ph.D.

head of the department
Research interests
financial econometrics, high frequency data analysis, spectral analysis, measurement of connections in financial markets
Publications ÚTIA

The Team

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Vitae 2023 (Oct) (48.21 KB) 48.21 KB
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The project will develop a new family of models for identification of tail risks in financial markets from possibly large datasets using deep learning algorithms. Our newly developed methods will…
The recent availability of large digital finance datasets brings new challenges to quantitative finance. Many of the classical financial econometric or optimization models become inappropriate or…
The aim of the research project is to analyze financial risk and market co-movements using novel econometric methods and their theoretically grounded modifications. The main focus will be on emerging…
Mgr. Martin Hronec
Mgr. Lukáš Janásek
Mgr. Josef Kurka
Mgr. Lenka Nechvátalová
Mgr. Matěj Nevrla
Mgr. Matěj Nevrla
Attila Sárkány
Mgr. Krenar Avdulaj Ph.D.
PhDr. František Čech Ph.D.
Mgr. Tomáš Křehlík Ph.D.
PhDr. Jiří Kukačka Ph.D.
Radovan Parrák MSc.
Radovan Parrák MSc.