Information about:
Jozef Baruník

Other registered authors

Email:
Homepage: http://staff.utia.cas.cz/barunik/
Postal Address:
Phone:

Affiliation

• Institut ekonomických studií (Institute of Economic Studies)
  Faculty of Social Sciences
  Charles University

  Location: Praha, Czech Republic
  Homepage: http://ies.fsv.cuni.cz/
  Email:
  Phone: +420 2 222112330
  Fax: +420 2 22112304
  Postal: Opletalova 26, CZ-110 00 Prague
  Handle: RePEc:edi:icunicz (registered authors at this institution)

• Ústav teorie informace a automatizace (ÚTIA) (Institute of Information Theory and Automation)
  Akademie Ved Ceske Republiky (Academy of Sciences)

  Location: Praha, Czech Republic
  Homepage: http://www.utia.cas.cz/
  Email:
  Phone: +420 2 66052400
  Fax: +420 2 86890449
  Postal: 182 08 Prague 8, Pod vodarenskou vezi 4
  Handle: RePEc:edi:utacacz (registered authors at this institution)

Working papers

1. Jozef Barunik & Lukas Vacha, 2009. "Wavelet Analysis of Central European Stock Market Behaviour During the Crisis," Working Papers IES 2009/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2009. [Downloadable!]

1. Barunik, J. & Vosvrda, M., 2009. "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(10), pages 1824-1836, October. [Downloadable!] (restricted)

2. Lukas Vacha & Jozef Barunik & Miloslav Vosvrda, 2009. "Smart Agents And Sentiment In The Heterogeneous Agent Model," Prague Economic Papers, University of Economics, Prague, vol. 2009(3), pages 209-219. [Downloadable!] (restricted)

3. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009. "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer, vol. 4(2), pages 163-172, November. [Downloadable!] (restricted)

4. Miloslav Vošvrda & Jozef Baruník, 2008. "Stock Market Crashes Modeling: Stochastic Cusp Catastrophe Application," Politická ekonomie, University of Economics, Prague, vol. 2008(6). [Downloadable!] (restricted)

5. Jozef Baruník, 2008. "How Do Neural Networks Enhance the Predictability of Central European Stock Returns?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(07-08), pages 358-376, Oktober. [Downloadable!]

1. NEP-EEC: European Economics (1) 2009-10-31 Author is listed
2. NEP-FMK: Financial Markets (1) 2009-10-31 Author is listed
3. NEP-TRA: Transition Economics (1) 2009-10-31 Author is listed

This page was last updated on 2009-11-28.