prof. Ing. Štefan Lyócsa, PhD.
Professor, Department of Finance
Office: 410
Lipová 507/41a
602 00 Brno
Phone: | +420 549 49 6359 |
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E‑mail: |
social and academic networks: |
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Total number of publications: 40
2019
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Impact of wind and solar production on electricity prices: Quantile regression approach
Journal of the Operational Research Society, year: 2019, volume: 70, edition: 10, DOI
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Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach
Physica A: Statistical Mechanics and its Applications, year: 2019, volume: 526, edition: July, DOI
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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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Return spillovers around the globe: A network approach
Economic Modelling, year: 2019, volume: 77, edition: March, 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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Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds
Energy, year: 2018, volume: 155, edition: July, DOI
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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: 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
2017
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The effect of non-trading days on volatility forecasts in equity markets
Finance Research Letters, year: 2017, volume: 23, edition: 1, DOI
2011
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Fundamentálna analýza akciových trhov
Year: 2011, number of pages: 328 s.