A novel simulation method allowing for generating a wide range of simulated data, accompanied by an R package ‘specsimfts’.
Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach
In my first single-author publication I applied the tools I developed in my core PhD research to yield curve modelling.
Published in Electronic Journal of Statistics (2020)
To appear in Journal of Time Series Analysis
My Master’s thesis in stochastic analysis (probability theory) defended at Charles University in Prague, Czechia (2016)
My Bachelor’s thesis in Mathematics defended at Charles University in Prague, 2013.