Alexandr Kuchynka

Personal information

Curriculum Vitae

since 2004 PhD. study at Faculty of Social Sciences, Charles University in Prague (Field of study: Economic theories). Tentative thesis title: Nonlinear models in economics.

2003 Mgr. (M.Sc.) at University of Economics in Prague, Czech Republic

1999 Bc. at University of Economics in Prague, Czech Republic

Study visits

May 2005 study visit at Norwegian University of Science and Technology, Trondheim. Participation on seminar Asymptotic Theory for Integrated Processes (given by Prof. H. Peter Boswijk, Universiteit van Amsterdam).

Sept 2004 - Jan 2005 study visit at Stockholm School of Economics, Dept. of Economic Statistics. Participation on seminars Modelling volatility (given by Prof. Timo Teräsvirta)

Aug - Dec 2001 study visit at Fundaçao Getúlio Vargas – Escola de Administraçao de Empresas de Sao Paulo, Brazil

Work experience

since 2003 lecturer at the Department of Statistics and Operations Research, Faculty of Economics, University of West Bohemia in Pilsen

Activities

Recent publications

  • Kuchynka, A.: A Note on the Distribution of Dickey-Fuller Test in a Heteroskedastic Model. IIAS TRANSACTIONS ON SYSTEMS RESEARCH AND CYBERNETICS, Vol. 5, No. 2 (2005) pp.53-56, ISSN 1609-8625
  • Kuchynka, A.: Misleading Long-Memory Features of SETAR Models. Pre-conference proceedings of the Special Focus Symposium on 3rd Catallactics, 1.-2.8.2005, ISBN 953-99326-2-9, Zagreb, 2005, pp. 56-59.
  • Kuchynka, A.: Long memory or parameter inconstancy in GARCH models? An empirical illustration. Materialy zgloszone na IX Ogólnopolskie Seminarium Naukowe Dynamiczne Modele Ekonometryczne, 6.-8.9.2005, Torun 2005, ISBN 83-231-1864-7, pp.69-74.
  • Kuchynka, A.: Long memory in Volatility or Parameter Inconstancy? The Case of Prague Stock Exchange. Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, 14.-16.9.2005, Hradec Králové 2005, ISBN 80-7041-535-5, pp. 221-226.
  • Kuchynka, A.: Statistical inference in nonlinear models: some Monte Carlo evidence. In: Výpočtová ekonomie, Sborník 2. semináře. Plzeň: ZČU v Plzni, 2004, str. 87-92, ISBN 80-7043-342-6