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Vít Bubák |
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Economics/Econometrics
Centre d'Economie de la Sorbonne (CES)
Université Paris 1 Panthéon-Sorbonne,
and Institute of Economic Studies (IES)
Charles University in Prague
Phone: (XXX) 974 1757
Email:
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What you can find at my website: my current research as well as select publications, past and current teaching activities, and work in progress.
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My current research focuses on applied econometric modeling of financial markets in Central and Eastern Europe (CEE). In particular, I am interested in the following topics: stock market volatility (incl. intraday and realized volatility), risk modeling (e.g., value-at-risk), intraday trading activity, topics in market microstructure in general, et cet.
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Some calculations from the research on value-at-risk (see Research) are included here: To be uploaded!
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