Keyword Analysis & Research: barunik

github.io:443

https://barunik.github.io:443/

WEBJozef Baruník is an Associate Professor at the Institute of Economic Studies, Charles University in Prague. He also serves as a head of the Econometrics department at the …

DA: 39 PA: 71 MOZ Rank: 58

google.com:443

https://scholar.google.com:443/citations?user=3sJOQAsAAAAJ

WEBJ Barunik, T Krehlik, L Vacha. European Journal of Operational Research 251 (1), 329-340, 2016. 115: 2016: Forecasting the term structure of crude oil futures prices with neural …

DA: 46 PA: 87 MOZ Rank: 38

researchgate.net:443

https://www.researchgate.net:443/profile/Jozef-Barunik

WEBJozef BARUNIK | Cited by 3,790 | of Charles University in Prague, Prague (CUNI) | Read 117 publications | Contact Jozef BARUNIK.

DA: 91 PA: 64 MOZ Rank: 28

cuni.cz:443

https://ies.fsv.cuni.cz:443/en/contacts/institute-members/29200599

WEBdoc. PhDr. Jozef Baruník, Ph.D. Posts: Department of Finance and Capital Markets. E-mail: [email protected]. Website. Rooms: No. O503, Opletalova 26. ResearcherID: G …

DA: 43 PA: 45 MOZ Rank: 61

repec.org:443

https://ideas.repec.org:443/f/pba685.html

Jozef Barunik & Mattia Bevilacqua & Michael Ellington, 2023. "Common Firm-level Investor Fears: Evidence from Equity Options,"Papers2309.03968, arXiv.org. Jozef Barunik & Lukas Vacha, 2023. "The Dynamic Persistence of Economic Shocks,"Papers2306.01511, arXiv.org. Jozef Barunik & Matej Nevrla, 2022. "Common Idiosyncratic Quantile Risk,"Papers2208.142… Jozef Barunik & Mattia Bevilacqua & Michael Ellington, 2023. "Common Firm-level Investor Fears: Evidence from Equity Options,"Papers2309.03968, arXiv.org. Jozef Barunik & Lukas Vacha, 2023. "The Dynamic Persistence of Economic Shocks,"Papers2306.01511, arXiv.org. Jozef Barunik & Matej Nevrla, 2022. "Common Idiosyncratic Quantile Risk,"Papers2208.14267, arXiv.org, revised Jun 2023. Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance,"Papers2204.06848, arXiv.org.

Jozef Barunik & Mattia Bevilacqua & Michael Ellington, 2023. "Common Firm-level Investor Fears: Evidence from Equity Options,"Papers2309.03968, arXiv.org.

Jozef Barunik & Lukas Vacha, 2023. "The Dynamic Persistence of Economic Shocks,"Papers2306.01511, arXiv.org.

Jozef Barunik & Matej Nevrla, 2022. "Common Idiosyncratic Quantile Risk,"Papers2208.142…

Jozef Barunik & Matej Nevrla, 2022. "Common Idiosyncratic Quantile Risk,"Papers2208.14267, arXiv.org, revised Jun 2023.

Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance,"Papers2204.06848, arXiv.org.

DA: 43 PA: 96 MOZ Rank: 28

repec.org:443

https://ideas.repec.org:443/f/c/pba685.html

WEBJul 31, 2015 · Jozef Barunik & Michael Ellington, 2020. "Dynamic Network Risk," Papers 2006.04639, arXiv.org, revised Jul 2020.Cited by: Gong, Xiao-Li & Liu, Jian-Min & …

DA: 74 PA: 19 MOZ Rank: 2

arxiv.org:443

https://arxiv.org:443/abs/2007.07842

WEBJul 14, 2020 · Jozef Barunik, Michael Ellington. This paper studies heterogeneous network structures driven by different degrees of persistence in economic connections. Using …

DA: 66 PA: 16 MOZ Rank: 40

semanticscholar.org:443

https://www.semanticscholar.org:443/paper/Persistence-in-financial-connectedness-and-systemic-Barun%C3%ADk-Ellington/4b2f78e8f2b7c187d67498b2f7d99a4f58575281

WEBJul 14, 2020 · Jozef Baruník Tomas Krehlik. Economics, Business. 2015. We propose a new framework for measuring connectedness among financial variables that arises due to …

DA: 70 PA: 58 MOZ Rank: 76

orcid.org:443

https://orcid.org:443/0000-0001-5097-2607

WEBJozef Barunik Academy of Sciences of the Czech Republic: Prague, CZ . 2008-01-01 to present (IITA, Econometric Department) Employment Show more detail. Source: Jozef …

DA: 65 PA: 12 MOZ Rank: 54

repec.org:443

https://ideas.repec.org:443/a/oup/jfinec/v16y2018i2p271-296..html

WEBJozef Barunik. Tomas Krehlik. Abstract. We propose a new framework for measuring connectedness among financial variables that arise due to heterogeneous frequency …

DA: 71 PA: 73 MOZ Rank: 56