Institute of Information Theory and Automation

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  1. Nechvátalová Lenka :  Multi-Horizon Equity Returns Predictability via Machine Learning , FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE vol.74, 2 (2024), p. 142-190 [2024] Download Download DOI: 10.32065/CJEF.2024.02.01
  2. Baruník Jozef, Hanus Luboš :  Fan charts in era of big data and learning , Finance Research Letters vol.61, 105003 [2024] Download Download DOI: 10.1016/j.frl.2024.105003
  3. Baruník Jozef, Bevilacqua M., Faff R. :  Dynamic industry uncertainty networks and the business cycle , Journal of Economic Dynamics & Control vol.159, 104793 [2024] Download Download DOI: 10.1016/j.jedc.2023.104793
  4. Baruník Jozef, Nevrla Matěj :  Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices , Journal of Financial Econometrics vol.21, 5 (2023), p. 1590-1646 [2023] Download Download DOI: 10.1093/jjfinec/nbac017
  5. Čech František, Zítek M. :  Marine fuel hedging under the sulfur cap regulations , Energy Economics vol.113, 106204 [2022] Download Download DOI: 10.1016/j.eneco.2022.106204
  6. Baruník Jozef, Bevilacqua M., Tunaru R. :  Asymmetric Network Connectedness of Fears , Review of Economics and Statistics vol.104, 6 (2022), p. 1304-1316 [2022] Download Download DOI: 10.1162/rest_a_01003
  7. Hronec Martin, Tobek O. :  Does it pay to follow anomalies research? Machine learning approach with international evidence , Journal of Financial Markets vol.56, 100588 [2021] Download Download DOI: 10.1016/j.finmar.2020.100588
  8. Baruník Jozef, Čech František :  Measurement of common risks in tails: A panel quantile regression model for financial returns , Journal of Financial Markets vol.52, 100562 [2021] Download Download DOI: 10.1016/j.finmar.2020.100562
  9. Vácha Lukáš, Šmolík F., Baxa Jaromír :  Comovement and disintegration of EU sovereign bond markets during the crisis , International Review of Economics & Finance vol.64, 1 (2019), p. 541-556 [2019] Download Download DOI: 10.1016/j.iref.2019.09.004
2019-01-07 08:39
Institute of Information Theory and Automation