doc. Ing. Tomáš Výrost, PhD.
Associate professor, Department of Finance
Total number of publications: 11
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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Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks
Resources Policy, year: 2021, volume: 74, edition: 12, 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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Predicting risk in energy markets: Low-frequency data still matter
Applied Energy, year: 2021, volume: 282, edition: Part A, 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
2020
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Fear of the coronavirus and the stock markets
Finance Research Letters, year: 2020, volume: 36, edition: October, DOI
2019
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Network-based asset allocation strategies
The North American Journal of Economics and Finance, year: 2019, volume: 47, edition: January, DOI
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Social aspirations in European banks: peer-influenced risk behaviour.
Applied Economics Letters, year: 2019, volume: 26, edition: 6, DOI
2018
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Scale-free distribution of firm-size distribution in emerging economies
Physica A: Statistical Mechanics and its Applications, year: 2018, volume: 508, edition: 15 October, DOI
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To bet or not to bet: a reality check for tennis betting market efficiency
Applied Economics, year: 2018, volume: 50, edition: 20, DOI