Concepedia

Tomáš Křehlík

TK

4

Publications

650

Citations

4

H-Index

2015

Active since

Affiliations

Czech Academy of Sciences, Institute of Information Theory and Automation(Current)

Charles University

Tomáš Křehlík is an author at Czech Academy of Sciences, Institute of Information Theory and Automation specializing in business, volatility modeling, and statistics.

Top concepts

Publications per year

2015–2018

4

Publications

4

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

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

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Modeling and forecasting exchange rate volatility in time-frequency domain

Jozef Baruník, Tomáš Křehlík, Lukáš Vácha · European Journal of Operational Research · 2015 · 106 citations

, , +5

Combining high frequency data with non-linear models for forecasting energy market volatility

Jozef Baruník, Tomáš Křehlík · Expert Systems with Applications · 2016 · 43 citations

, , +12

Measuring the Frequency Dynamics of Financial and Macroeconomic Connectedness

Jozef Baruník, Tomáš Křehlík · SSRN Electronic Journal · 2015 · 35 citations · Full text

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