{"id":509,"date":"2022-02-02T20:36:19","date_gmt":"2022-02-02T20:36:19","guid":{"rendered":"http:\/\/www4.ekf.tuke.sk\/kf\/?page_id=509"},"modified":"2023-11-06T08:46:36","modified_gmt":"2023-11-06T07:46:36","slug":"doc-ing-tomas-vyrost-phd-2","status":"publish","type":"page","link":"https:\/\/kf.ekf.tuke.sk\/index.php\/en\/doc-ing-tomas-vyrost-phd-2\/","title":{"rendered":"doc. Ing. Tom\u00e1\u0161 V\u00fdrost, PhD."},"content":{"rendered":"\n
<\/span>\"\"
\n

doc. Ing. Tom\u00e1\u0161 V\u00fdrost, PhD.<\/strong><\/p>\n<\/div><\/div>\n\n\n\n

<\/p>\n\n\n\n

\n
\n

associate professor<\/strong><\/p>\n\n\n\n

\n\n\n\n

\"\" 317 \/ 3rd floor
\"\" tomas.vyrost@tuke.sk<\/a>
\"\" +421 55 602 21 45
\"\" 0000-0002-8384-5724<\/a>
\"\" https:\/\/publons.com\/researcher\/3643792\/tomas-vyrost\/<\/a>
\"\"
\"\" 56527369600<\/a>
\"\" <\/p>\n<\/div>\n\n\n\n

\n
\"\"<\/figure>\n<\/div><\/div>\n<\/div>\n\n\n\n
\n\n\n\n
Teaching <\/h5>\n\n\n\n
\n
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Lectures<\/strong><\/em>
Financial Derivatives
Business Economics<\/p>\n<\/div>\n\n\n\n

\n

Seminars<\/em><\/strong>
Quantitative Microeconomics<\/p>\n<\/div>\n\n\n\n

\n

Final Thesis Topics<\/strong><\/em>
<\/strong><\/em>Financial Investment
Portfolio Management
Financial Distress Modeling
Risk Modeling<\/p>\n<\/div>\n<\/div>\n\n\n\n

\n
\n

Timetable<\/em><\/a><\/strong><\/p>\n<\/div>\n\n\n\n

\n

Consultation Hours<\/strong><\/em>
<\/strong><\/em>Monday 9:00 – 10:30<\/p>\n<\/div>\n\n\n\n

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Bachelor’s and Diploma Thesis Seminar<\/em><\/strong><\/em><\/strong>
Tuesday 9:00 – 10:30<\/p>\n<\/div>\n<\/div>\n\n\n\n

\n\n\n\n
Research<\/h5>\n\n\n\n

Research Projects<\/em><\/strong><\/em><\/strong><\/p>\n\n\n\n

    \n
  • APVV-18-0310. Corporate efficiency, financial distress and risk behavior in European companies. (Zodpovedn\u00fd rie\u0161ite\u013e)<\/li>\n\n\n\n
  • GA\u010cR GA20-11769S. Financial Networks: Examining Market Linkages using Network Approach. (Zodpovedn\u00fd rie\u0161ite\u013e)<\/li>\n\n\n\n
  • Horizont 2020 \u2013 825215. A FINancial supervision and TECHnology compliance training programme. (\u010clen rie\u0161ite\u013esk\u00e9ho kolekt\u00edvu)<\/li>\n\n\n\n
  • VEGA 1\/0406\/17. Prelievanie a predikcia volatility v\u00fdnosov na akciov\u00fdch trhoch. (Zodpovedn\u00fd rie\u0161ite\u013e)<\/li>\n\n\n\n
  • APVV-14-0357. Contagion among International Markets: Revisiting Models and Analyzing Networks. (\u010clen rie\u0161ite\u013esk\u00e9ho kolekt\u00edvu)<\/li>\n\n\n\n
  • VEGA 1\/0402\/15. Insolvency of Slovak companies: bankruptcy proceedings, restructuring, and prediction of financial distress. (\u010clen rie\u0161ite\u013esk\u00e9ho kolekt\u00edvu)<\/li>\n\n\n\n
  • VEGA 1\/0392\/15. Empirical modelling of contagion in stock markets using networks. (\u010clen rie\u0161ite\u013esk\u00e9ho kolekt\u00edvu)<\/li>\n\n\n\n
  • APVV-0666-11. Stock Market Integration: Learning from Empirical Evidence. (Zodpovedn\u00fd rie\u0161ite\u013e)<\/li>\n\n\n\n
  • VEGA 1\/0393\/12. The speed, volatility and structural breaks in stock market integration of CEE countries. (\u010clen rie\u0161ite\u013esk\u00e9ho kolekt\u00edvu)<\/li>\n\n\n\n
  • VEGA 1\/0826\/11. Stock market integration of developed and V4 markets. (\u010clen rie\u0161ite\u013esk\u00e9ho kolekt\u00edvu)<\/li>\n\n\n\n
  • VEGA 1\/4604\/07 Quantitative approaches to the modelling of economic agents under uncertainty and risk. (Zodpovedn\u00fd rie\u0161ite\u013e)<\/li>\n<\/ul>\n\n\n\n
    \n\n\n\n
    Research Publications<\/h5>\n\n\n\n
    \n

    The Most Important Publications<\/em><\/strong><\/em><\/strong><\/em><\/strong><\/em><\/strong><\/p>\n\n\n\n

      \n
    • Khalfaoui, R., Baum\u00f6hl, E., Sarwar, S., V\u00fdrost, T. (2021). Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. Resources Policy, 74, 102318.<\/li>\n\n\n\n
    • Ly\u00f3csa, \u0160., Moln\u00e1r, P., V\u00fdrost, T. (2021). Stock market volatility forecasting: Do we need high-frequency data?. International Journal of Forecasting, 37(3), 1092-1110.<\/li>\n\n\n\n
    • Ly\u00f3csa, \u0160., Todorova, N., V\u00fdrost, T. (2021). Predicting risk in energy markets: Low-frequency data still matter. Applied Energy, 282, 116146.<\/li>\n\n\n\n
    • Ly\u00f3csa, \u0160., Baum\u00f6hl, E., V\u00fdrost, T., Moln\u00e1r, P. (2020). Fear of the coronavirus and the stock markets. Finance research letters, 36, 101735.<\/li>\n\n\n\n
    • V\u00fdrost, T., Ly\u00f3csa, \u0160. and Baum\u00f6hl, E. 2015. Granger causality stock market networks: Temporal proximity and preferential attachment. Physica A: Statistical Mechanics and its Applications, vol. 427(C), p. 262-276.<\/li>\n<\/ul>\n<\/div><\/div>\n\n\n\n

      <\/p>\n","protected":false},"excerpt":{"rendered":"

      associate professor 317 \/ 3rd floor tomas.vyrost@tuke.sk +421 55 602 21 45 0000-0002-8384-5724 https:\/\/publons.com\/researcher\/3643792\/tomas-vyrost\/ 56527369600 Teaching LecturesFinancial DerivativesBusiness Economics SeminarsQuantitative Microeconomics Final Thesis TopicsFinancial InvestmentPortfolio ManagementFinancial Distress ModelingRisk Modeling Timetable Consultation HoursMonday 9:00 – 10:30 Bachelor’s and Diploma Thesis SeminarTuesday 9:00 – 10:30 Research Research Projects Research Publications The Most Important Publications<\/p>\n","protected":false},"author":10,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"neve_meta_sidebar":"","neve_meta_container":"","neve_meta_enable_content_width":"","neve_meta_content_width":0,"neve_meta_title_alignment":"","neve_meta_author_avatar":"","neve_post_elements_order":"","neve_meta_disable_header":"","neve_meta_disable_footer":"","neve_meta_disable_title":"on","_themeisle_gutenberg_block_has_review":false,"footnotes":""},"class_list":["post-509","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/pages\/509","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/users\/10"}],"replies":[{"embeddable":true,"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/comments?post=509"}],"version-history":[{"count":2,"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/pages\/509\/revisions"}],"predecessor-version":[{"id":1059,"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/pages\/509\/revisions\/1059"}],"wp:attachment":[{"href":"https:\/\/kf.ekf.tuke.sk\/index.php\/wp-json\/wp\/v2\/media?parent=509"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}