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J

Jozef Baruník

Czech Academy of Sciences

26H指数
192论文数
3.6K被引数
收录论文 21
发表时间
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Deep learning, predictability, and optimal portfolio returns深度学习、可预测性与最优投资组合收益
errJournal of Empirical Finance
IF2.4
err2026-02-01
err0
PREAI
errBabiak, Mykola; Barunik, Jozef
err分享
err收藏
Learning the probability distributions of day-ahead electricity prices学习日前电价概率分布
errEnergy Economics
IF14.2
err2025-10-15
err0
PREAI
errLuboš Hanus; Jozef Baruník
err分享
err收藏
Predicting the volatility of major energy commodity prices: The dynamic persistence model
errENERGY ECONOMICS
IF14.2
err2024-12-01
err0
errOAAI
errBarunik, Jozef; Vacha, Lukas
err分享
err收藏
Taming Data-Driven Probability Distributions
errJOURNAL OF FORECASTING
IF2.7
err2024-11-19
err0
PREAI
errBarunik, Jozef; Hanus, Lubos
err分享
err收藏
Risks of heterogeneously persistent higher moments
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-11-01
err0
PREAI
errBarunik, Jozef; Kurka, Josef
err分享
err收藏
Persistence in financial connectedness and systemic risk
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2024-04-01
err12
errOAAI
errBarunik, Jozef; Ellington, Michael
err分享
err收藏
Fan charts in era of big data and learning
errFINANCE RESEARCH LETTERS
IF6.9
err2024-03-01
err0
PREAI
errBarunik, Jozef; Hanus, Lubos
err分享
err收藏
Asymmetric Network Connectedness of Fears
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2022-11-14
err23
errOAAI
errBarunik, Jozef; Bevilacqua, Mattia; Tunaru, Radu
err分享
err收藏
Forecasting dynamic return distributions based on ordered binary choice
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2019-07-01
err5
errOAAI
errAnatolyev, Stanislav; Barunik, Jozef
err分享
err收藏
Quantile coherency: A general measure for dependence between cyclical economic variables
errECONOMETRICS JOURNAL
IF7
err2019-01-29
err150
errOAAI
errBarunik, Jozef; Kley, Tobias
err分享
err收藏
Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?
errENERGY ECONOMICS
IF14.2
err2017-08-01
err60
errOAAI
errApergis, Nicholas; Barunik, Jozef; Lau, Marco Chi Keung
err分享
err收藏
Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets
errENERGY ECONOMICS
IF14.2
err2017-06-01
err53
errOAAI
errKrehlik, Tomas; Barunik, Jozef
err分享
err收藏
Combining high frequency data with non-linear models for forecasting energy market volatility
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2016-08-01
err33
PREAI
errBarunik, Jozef; Krehlik, Tomas
err分享
err收藏
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
errJOURNAL OF FORECASTING
IF2.7
err2016-05-09
err27
PREAI
errCech, Frantisek; Barunik, Jozef
err分享
err收藏
Modeling and forecasting exchange rate volatility in time-frequency domain
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-05-01
err77
errOAAI
errBarunik, Jozef; Krehlik, Tomas; Vacha, Lukas
err分享
err收藏
Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression
errECONOMIC MODELLING
IF4.7
err2016-04-01
err9
PREAI
errBarunik, Jozef; Hlinkova, Michaela
err分享
err收藏
Forecasting the term structure of crude oil futures prices with neural networks
errAPPLIED ENERGY
IF11
err2016-02-01
err70
errOAAI
errBarunik, Jozef; Malinska, Barbora
err分享
err收藏
Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data
errENERGY ECONOMICS
IF14.2
err2015-09-01
err67
errOAAI
errAvdulaj, Krenar; Barunik, Jozef
err分享
err收藏
An empirical model of fractionally cointegrated daily high and low stock market prices
errECONOMIC MODELLING
IF4.7
err2015-02-01
err26
PREAI
errBarunik, Jozef; Dvorakova, Sylvie
err分享
err收藏
How do skilled traders change the structure of the market
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2012-06-01
err6
PREAI
errVacha, Lukas; Barunik, Jozef; Vosvrda, Miloslav
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
N
Nicholas Apergis
H 指数: 77 · 论文数: 584
C
Chi Keung Marco Lau
H 指数: 57 · 论文数: 314
R
Radu Tunaru
H 指数: 19 · 论文数: 149
S
Stanislav Anatolyev
H 指数: 15 · 论文数: 117
L
Lukáš Vácha
H 指数: 14 · 论文数: 72
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