Essays on tail risks, asymmetries and cross-section of asset returns
| Thesis title in Czech: | Studie o chvostových rizicích, asymetriích a výnosech aktiv |
|---|---|
| Thesis title in English: | Essays on tail risks, asymmetries and cross-section of asset returns |
| Academic year of topic announcement: | 2015/2016 |
| Thesis type: | dissertation |
| Thesis language: | angličtina |
| Department: | Institute of Economic Studies (23-IES) |
| Supervisor: | doc. PhDr. Jozef Baruník, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 20.09.2016 |
| Date of assignment: | 20.09.2016 |
| Confirmed by Study dept. on: | 20.09.2016 |
| Date and time of defence: | 10.04.2024 17:10 |
| Venue of defence: | Opletalova, O109, AULA Michala Mejstříka č. 109 |
| Date of electronic submission: | 21.02.2024 |
| Date of proceeded defence: | 10.04.2024 |
| Opponents: | prof. Jeroen Rombouts, Ph.D. |
| Deniz Erdemlioglu, Ph.D. | |
| Mattia Bevilacqua, Ph.D. | |