Concepedia

Jozef Baruník

JB

41

Publications

3.2K

Citations

25

H-Index

2009

Active since

Affiliations

Charles University(Current)

Czech Academy of Sciences, Institute of Information Theory and Automation

Czech Academy of Sciences

University of Michigan

Davidson College

Jozef Baruník is an author at Charles University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsStatisticsAsset PricingVolatility ModelingEconometricsEngineeringFinancial Crisis

Publications per year

2009–2023

41

Publications

41

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

Jozef Baruník, Tomáš Křehlík · Journal of Financial Econometrics · 2018 · 466 citations · Full text

Empirical Finance, Volatility Modeling, Financial Network Analysis +16

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Lukáš Vácha, Jozef Baruník · Energy Economics · 2011 · 465 citations · Full text

Energy Consumption, Economics, Engineering +10

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers

Jozef Baruník, Evžen Kočenda, Lukáš Vácha · Journal of Financial Markets · 2015 · 446 citations

Empirical Finance, Economics, Volatility Modeling +11

Asymmetric volatility connectedness on the forex market

Jozef Baruník, Evžen Kočenda, Lukáš Vácha · Journal of International Money and Finance · 2017 · 268 citations

Volatility Modeling, Economics, Financial Economics +4

On Hurst exponent estimation under heavy-tailed distributions

Jozef Baruník, Ladislav Krištoufek · Physica A Statistical Mechanics and its Applications · 2010 · 263 citations · Full text

Estimation Theory, Density Estimation, Engineering +3

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