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Jozef Barunik

Identifiers

  • name variant Jozef Barunik 0.60 · backfill

Papers (27)

  1. Skewness Dispersion and Stock Market Returns q-fin.GN · 2026 · author #2
  2. Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists q-fin.GN · 2019 · author #1
  3. Co-jumping of Treasury Yield Curve Rates q-fin.ST · 2019 · author #1
  4. Forecasting dynamic return distributions based on ordered binary choice q-fin.ST · 2017 · author #2
  5. Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns q-fin.PR · 2017 · author #2
  6. Asymmetric volatility connectedness on forex markets q-fin.GN · 2016 · author #1
  7. Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets q-fin.GN · 2016 · author #2
  8. Do co-jumps impact correlations in currency markets? q-fin.ST · 2016 · author #1
  9. Measuring the frequency dynamics of financial connectedness and systemic risk stat.ME · 2015 · author #1
  10. Forecasting the term structure of crude oil futures prices with neural networks q-fin.GN · 2015 · author #1
  11. How does bad and good volatility spill over across petroleum markets? q-fin.ST · 2014 · author #1
  12. Contagion among Central and Eastern European stock markets during the financial crisis q-fin.ST · 2013 · author #1
  13. Can we still benefit from international diversification? The case of the Czech and German stock markets q-fin.PM · 2013 · author #2
  14. Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility q-fin.ST · 2013 · author #2
  15. Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? q-fin.GN · 2013 · author #1
  16. Gold, Oil, and Stocks q-fin.ST · 2013 · author #1
  17. Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data q-fin.ST · 2013 · author #2
  18. Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility q-fin.ST · 2013 · author #1
  19. Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression q-fin.ST · 2012 · author #1
  20. Modeling and Forecasting Persistent Financial Durations q-fin.ST · 2012 · author #2
  21. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment q-fin.GN · 2012 · author #2
  22. Modeling and forecasting exchange rate volatility in time-frequency domain q-fin.ST · 2012 · author #1
  23. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise q-fin.ST · 2012 · author #1
  24. On Hurst exponent estimation under heavy-tailed distributions q-fin.ST · 2012 · author #1
  25. Monte Carlo-based tail exponent estimator q-fin.CP · 2012 · author #1
  26. Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis q-fin.ST · 2012 · author #2
  27. Understanding the source of multifractality in financial markets q-fin.ST · 2012 · author #1

Mentions

  • 1405.2445 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1309.0491 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1308.6120 #2 · backfill · confidence 0.70 Jozef Barunik
  • 1308.4276 #2 · backfill · confidence 0.70 Jozef Barunik
  • 1308.1221 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1308.0210 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1307.5981 #2 · backfill · confidence 0.70 Jozef Barunik
  • 1302.7036 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1208.4831 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1208.3087 #2 · backfill · confidence 0.70 Jozef Barunik
  • 1205.3763 #2 · backfill · confidence 0.70 Jozef Barunik
  • 1204.1452 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1202.1854 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1201.4786 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1201.4781 #1 · backfill · confidence 0.70 Jozef Barunik
  • 1201.4776 #2 · backfill · confidence 0.70 Jozef Barunik
  • 1201.1535 #1 · backfill · confidence 0.70 Jozef Barunik

Frequent Coauthors