Jozef Baruník

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 3

Top Topics

Forecast Models

Wavelet Transform

Financial Crisis

Top Venues

Eur. J. Oper. Res.

Expert Syst. Appl.

Publications

Jozef Baruník, Michael Ellington
Persistence in financial connectedness and systemic risk. Eur. J. Oper. Res. 314 (1) (2024)
Jozef Baruník, Tomas Krehlik, Lukás Vácha
Modeling and forecasting exchange rate volatility in time-frequency domain. Eur. J. Oper. Res. 251 (1) (2016)
Jozef Baruník, Tomas Krehlik
Combining high frequency data with non-linear models for forecasting energy market volatility. Expert Syst. Appl. 55 (2016)
Lukás Vácha, Jozef Baruník, Miloslav Vosvrda
Smart Agents and Sentiment in the Heterogeneous Agent Model. ERCIM News 2010 (81) (2010)