Mgr. Josef Kurka

I am a researcher at Institute of Information Theory and Automation at the Czech Academy of Sciences, and a Ph.D. student at the Institute of Economic Studies, Charles University (IES FSV UK). I am completing my Ph.D. research under the supervision of doc. PhDr. Jozef Baruník, Ph.D.

I concentrate my research on the field of financial econometrics. Specifically, I am interested in asset pricing, effects of various sources of risks with heterogeneous persistence, connectedness on financial markets, and time-variability of asset pricing relationships. My other research interest is predicting the outcomes of sporting events. I lead the seminars for Financial Econometrics I course at IES FSV UK.