Browsing All of EconStor by Author Barunik, Jozef
Showing results 1 to 12 of 12
Year of Publication | Title | Author(s) |
2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? | Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš |
2015 | Estimation of long memory in volatility using wavelets | Kraicova, Lucie; Barunik, Jozef |
2015 | Modeling and forecasting persistent financial durations | Zikes, Filip; Barunik, Jozef; Shenai, Nikhil |
2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data | Avdulaj, Krenar; Barunik, Jozef |
2015 | Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression | Barunik, Jozef; Barunikova, Michaela |
2016 | Modeling and forecasting exchange rate volatility in time-frequency domain | Barunik, Jozef; Krehlik, Tomas; Vacha, Lukas |
2016 | Estimation of financial agent-based models with simulated maximum likelihood | Kukacka, Jiri; Barunik, Jozef |
2016 | Measuring the frequency dynamics of financial and macroeconomic connectedness | Barunik, Jozef; Krehlik, Tomas |
2017 | Common Cycles in Volatility and Cross Section of Stock Returns | Barunik, Jozef; Kraicova, Lucie |
2017 | Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns | Čech, František; Barunik, Jozef |
2018 | Volatility term structure modeling using Nelson-Siegel model | Malinska, Barbora; Barunik, Jozef |
2021 | Frequency-Dependent Higher Moment Risks | Barunik, Jozef; Kurka, Josef |