prof. Ing. Štefan Lyócsa, PhD.
Professor, Department of Finance
Office: 407
Lipová 507/41a
602 00 Brno
Phone: | +420 549 49 6359 |
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E‑mail: |
social and academic networks: |
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Total number of publications: 38
2022
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The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande
Finance Research Letters, year: 2022, volume: 49, edition: October, DOI
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YOLO trading: Riding with the herd during the GameStop episode
Finance Research Letters, year: 2022, volume: 46, edition: May, DOI
2021
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A Tale of Tails: New Evidence on the Growth-Return Nexus
Finance Research Letters, year: 2021, volume: 38, edition: January, DOI
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FX Market Volatility Modelling: Can we use low-frequency data?
Finance Research Letters, year: 2021, volume: 40, edition: May, DOI
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Improving stock market volatility forecasts with complete subset linear and quantile HAR models
Expert Systems with Applications, year: 2021, volume: 183, edition: November, DOI
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Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
International Review of Economics & Finance, year: 2021, volume: 71, edition: January, DOI
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Predicting risk in energy markets: Low-frequency data still matter
Applied Energy, year: 2021, volume: 282, edition: January, DOI
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Residual electricity demand: An empirical investigation
Applied Energy, year: 2021, volume: 283, edition: February, DOI
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Stock market volatility forecasting: Do we need high-frequency data?
International Journal of Forecasting, year: 2021, volume: 37, edition: 3, DOI
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What drives volatility of the US oil and gas firms?
Energy Economics, year: 2021, volume: 100, edition: August, DOI