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Details about Matěj Nevrla

E-mail:
Homepage:https://ies.fsv.cuni.cz/en/staff/nevrla
Workplace:Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)
Ústav teorie informace a automatizace (ÚTIA) (Institute of Information Theory and Automation), Akademie věd České Republiky (Academy of Sciences), (more information at EDIRC)

Access statistics for papers by Matěj Nevrla.

Last updated 2020-11-26. Update your information in the RePEc Author Service.

Short-id: pne379

Working Papers

2021

  1. Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
    Papers, arXiv.org Downloads

2020

  1. Investment Disputes and Abnormal Volatility of Stocks
    Papers, arXiv.org Downloads View citations (1)

2019

  1. Tail Risks, Asset Prices, and Investment Horizons
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

2017

  1. Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
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