Access Statistics for Jozef Baruník

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests 0 0 0 148 1 2 18 381
Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data 0 0 0 82 1 1 12 216
Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data 0 0 0 20 0 2 10 95
Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover 0 0 1 110 2 2 16 426
Asymmetric Network Connectedness of Fears 0 1 7 488 3 8 42 1,263
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 1 43 3 6 20 184
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 2 340 3 5 26 892
Asymmetric network connectedness of fears 0 0 0 16 0 1 13 67
Asymmetric volatility connectedness on forex markets 1 1 6 286 3 5 35 767
Asymmetric volatility connectedness on the forex market 0 0 0 49 1 1 20 148
Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment 0 0 0 92 1 2 12 283
Can we still benefit from international diversification? The case of the Czech and German stock markets 0 0 0 35 1 2 12 111
Co-jumping of Treasury Yield Curve Rates 0 0 0 57 1 2 12 137
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 3 77 3 3 20 249
Common Cycles in Volatility and Cross Section of Stock Returns 0 0 0 25 1 1 5 46
Common Firm-level Investor Fears: Evidence from Equity Options 2 2 14 24 3 5 48 72
Common Idiosyncratic Quantile Factors and Asset Prices 1 5 32 111 5 11 73 219
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 0 2 110 0 0 17 286
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 19 139
Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility 0 0 0 49 1 1 10 99
Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets 0 0 1 170 2 3 14 347
Deep Learning, Predictability, and Optimal Portfolio Returns 0 1 12 135 4 10 61 368
Deep Learning, Predictability, and Optimal Portfolio Returns 0 1 2 29 2 4 20 78
Do co-jumps impact correlations in currency markets? 0 1 4 163 3 5 29 440
Dynamic Network Risk 0 0 1 251 1 2 20 488
Dynamic industry uncertainty networks and the business cycle 1 2 20 167 3 5 72 381
Estimation of Long Memory in Volatility Using Wavelets 0 0 0 107 0 0 10 204
Estimation of financial agent-based models with simulated maximum likelihood 0 0 0 32 1 1 31 111
Estimation of long memory in volatility using wavelets 0 0 0 30 0 0 11 76
Forecasting dynamic return distributions based on ordered binary choice 0 1 4 297 4 5 29 836
Forecasting stock return distributions around the globe with quantile neural networks 1 1 3 26 4 10 38 58
Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks 0 0 0 54 0 0 18 116
Forecasting the term structure of crude oil futures prices with neural networks 0 0 0 96 4 4 41 325
Frequency-Dependent Higher Moment Risks 0 0 0 18 0 0 7 57
Gold, Oil, and Stocks 0 0 1 28 0 0 12 203
Gold, Oil, and Stocks 0 0 1 124 0 1 23 268
Gold, Oil, and Stocks: Dynamic Correlations 0 0 2 87 2 5 26 301
How does bad and good volatility spill over across petroleum markets? 0 0 0 101 0 1 12 320
Investment Disputes and Abnormal Volatility of Stocks 0 0 0 16 2 2 12 77
Learning Probability Distributions in Macroeconomics and Finance 0 0 2 44 1 2 14 74
Learning the Probability Distributions of Day-Ahead Electricity Prices 0 0 14 67 3 5 54 139
Managing Portfolios Across the Return Distribution 0 0 0 0 6 9 19 19
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns 0 0 0 59 1 1 12 88
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns 0 0 6 334 1 2 33 927
Measuring the frequency dynamics of financial and macroeconomic connectedness 0 1 1 92 0 3 19 255
Measuring the frequency dynamics of financial connectedness and systemic risk 0 3 21 597 3 14 119 1,420
Modeling and Forecasting Persistent Financial Durations 0 0 1 174 2 2 23 551
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 39 1 2 18 123
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 2 269 3 5 29 592
Modeling and forecasting persistent financial durations 0 0 1 26 0 0 14 70
Moderation or indulgence? Effects of bank distribution restrictions during stress 0 1 2 14 4 6 24 45
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 0 0 13 182
Monte Carlo-based tail exponent estimator 0 0 1 30 1 1 9 90
On Hurst exponent estimation under heavy-tailed distributions 0 0 0 116 1 2 40 359
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model 0 0 1 134 0 1 12 434
Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities 0 0 1 18 3 4 18 100
Persistence in Financial Connectedness and Systemic Risk 0 0 8 445 1 2 34 826
Predicting the volatility of major energy commodity prices: the dynamic persistence model 0 1 24 103 4 9 55 217
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables 0 0 14 542 5 8 45 1,226
Quantile Preferences in Portfolio Choice: A Q-DRL Approach to Dynamic Diversification 1 1 8 51 2 4 26 146
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices 0 0 11 341 2 4 43 787
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 0 2 13 78
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 1 3 196 2 5 24 430
Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility 0 0 0 93 3 3 20 247
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 68 3 9 43 227
Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression 0 0 0 86 1 1 14 205
Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression 0 0 0 40 0 1 15 178
Risks of heterogeneously persistent higher moments 0 0 0 20 3 4 51 110
Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility 0 0 1 62 3 4 20 207
Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility 0 1 1 84 1 4 23 203
Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists 0 0 2 43 3 4 26 95
Simulated ML Estimation of Financial Agent-Based Models 0 1 1 67 1 2 13 198
Skewness Dispersion and Stock Market Returns 0 0 14 14 4 8 26 26
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 2 10 133
Tail Risks, Asset Prices, and Investment Horizons 0 0 0 25 0 0 5 58
The Dynamic Persistence of Economic Shocks 1 5 66 226 7 26 194 470
Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets 0 0 0 51 0 0 6 186
Total, asymmetric and frequency connectedness between oil and forex markets 0 0 0 351 4 6 28 956
Uncertainty Network Risk and Currency Returns 0 0 0 14 0 1 26 68
Understanding the source of multifractality in financial markets 0 0 0 88 3 3 22 217
Volatility Shocks and Currency Returns 2 2 15 147 4 5 50 280
Volatility Term Structure Modeling Using Nelson-Siegel Model 0 0 0 25 0 0 13 80
Volatility spillovers across petroleum markets 0 0 5 230 2 4 33 693
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 1 1 6 268
When David becomes Goliath: Repo dealer-driven bond mispricing 0 0 11 11 1 1 5 5
Total Working Papers 10 34 359 9,816 156 300 2,285 25,422

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A semiparametric nonlinear quantile regression model for financial returns 0 0 0 24 0 1 10 96
An empirical model of fractionally cointegrated daily high and low stock market prices 0 0 1 29 1 1 14 105
Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests 0 0 0 64 0 1 17 297
Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data 0 0 0 19 1 3 24 130
Asymmetric Network Connectedness of Fears 0 1 2 20 0 2 19 70
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers 1 2 11 113 3 11 60 411
Asymmetric volatility connectedness on the forex market 1 4 12 62 2 10 54 252
Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment 0 0 1 14 0 0 6 93
Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets 0 0 0 23 1 2 15 139
Can a stochastic cusp catastrophe model explain stock market crashes? 0 0 1 139 1 6 35 531
Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition? 0 0 2 37 1 2 19 218
Co-Jumping of Treasury Yield Curve Rates 0 0 0 0 1 1 18 20
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 1 64 0 1 23 266
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 3 34 1 2 16 183
Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets 0 0 0 21 0 2 18 77
Deep learning, predictability, and optimal portfolio returns 0 2 2 2 3 9 10 10
Do co-jumps impact correlations in currency markets? 0 0 0 9 1 2 9 72
Dynamic industry uncertainty networks and the business cycle 0 0 0 5 1 2 21 34
Editorial to the Special Issue on Financial Markets in Central Europe 0 0 0 0 0 0 4 30
Estimation of financial agent-based models with simulated maximum likelihood 0 0 1 15 1 2 16 107
Estimation of long memory in volatility using wavelets 0 0 0 10 0 1 10 69
Fan charts in era of big data and learning 0 0 0 1 0 1 10 15
Forecasting dynamic return distributions based on ordered binary choice 0 0 1 18 0 1 18 85
Forecasting the term structure of crude oil futures prices with neural networks 0 0 2 15 1 3 16 105
Gold, oil, and stocks: Dynamic correlations 0 0 0 65 2 3 12 193
Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets? 0 0 2 176 2 3 17 460
How Do Neural Networks Enhance the Predictability of Central European Stock Returns? 0 0 0 70 0 1 7 203
How do skilled traders change the structure of the market 0 0 0 10 1 1 9 73
Learning the probability distributions of day-ahead electricity prices 0 0 3 3 2 2 31 31
Measurement of common risks in tails: A panel quantile regression model for financial returns 1 2 7 26 1 3 25 70
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk 2 13 52 346 17 64 279 1,244
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 0 0 13 103
Modeling and forecasting persistent financial durations 0 0 0 5 0 0 15 45
Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof 0 0 0 26 0 2 20 116
Monte Carlo-based tail exponent estimator 0 0 0 6 1 1 11 48
On Hurst exponent estimation under heavy-tailed distributions 1 1 3 23 2 6 31 189
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model 0 0 1 3 0 1 21 48
Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities 0 0 0 1 0 0 6 33
Persistence in financial connectedness and systemic risk 0 2 20 113 2 10 80 316
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 0 1 4 1 2 27 38
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices* 0 0 0 3 0 2 13 21
Quantile coherency: A general measure for dependence between cyclical economic variables 0 1 5 30 0 4 30 126
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 1 5 35
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 0 0 1 7 0 2 10 44
Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression 0 1 1 17 1 2 12 94
Risks of heterogeneously persistent higher moments 0 0 1 1 0 1 16 16
Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility 0 0 2 12 1 2 15 59
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 0 6 130
Smart predictors in the heterogeneous agent model 0 0 0 20 0 0 6 149
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 1 22 1 1 12 151
Taming Data‐Driven Probability Distributions 0 0 1 1 0 1 21 31
Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets 0 0 0 1 0 0 9 10
Understanding the source of multifractality in financial markets 0 0 1 23 2 2 15 111
Volatility Spillovers Across Petroleum Markets 0 0 1 1 0 0 13 14
Vplyv rôznych foriem vlastníctva na efektivitu českých a slovenských bánk: prístup analýzy stochastických hraníc 0 0 0 23 0 0 8 138
Total Journal Articles 6 29 143 1,831 55 183 1,257 7,754
2 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic Forecasting: Methods, Accuracy and Coordination 0 0 0 49 0 0 10 191
Total Books 0 0 0 49 0 0 10 191

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Wavelet-Based Correlation Analysis of the Key Traded Assets 0 0 0 0 0 0 10 16
Total Chapters 0 0 0 0 0 0 10 16

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10