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Kamil Kladivko
Kamil Kladivko
Örebro University School of Business
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Title
Cited by
Cited by
Year
Maximum likelihood estimation of the Cox-Ingersoll-Ross process: the MATLAB implementation
K Kladıvko
Technical Computing Prague, 2007
1282007
The Czech Treasury Yield Curve from 1999 to the Present
K Kladívko
Czech Journal of Economics and Finance (Finance a uver) 60 (4), 307-335, 2010
342010
Executive stock option exercise with full and partial information on a drift change point
V Henderson, K Kladívko, M Monoyios, C Reisinger
SIAM Journal on Financial Mathematics 11 (4), 1007-1062, 2020
112020
Maximum likelihood estimation of the Hull–White model
K Kladívko, T Rusý
Journal of Empirical Finance 70, 227-247, 2023
72023
Do market participants’ forecasts of financial variables outperform the random-walk benchmark?
K Kladívko, P Österholm
Finance Research Letters 40, 101712, 2021
6*2021
The General Method of Moments (GMM) using MATLAB: The practical guide based on the CKLS interest rate model
K Kladıvko
Department of Statistics and Probability Calculus, University of Economics …, 2007
62007
Can households predict where the macroeconomy is headed?
K Kladívko, P Österholm
SVERIGES RIKSBANK ECONOMIC REVIEW, 2, 2021
42021
Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey
K Kladívko, P Österholm
Applied Economics, 1-12, 2023
32023
Market participants or the random walk–who forecasts better? Evidence from micro-level survey data
T Kiss, K Kladivko, O Silfverberg, P Österholm
Finance Research Letters 54, 103752, 2023
22023
A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate
V Golomoziy, Y Mishura, K Kladívko
Frontiers in Applied Mathematics and Statistics 10, 1450581, 2024
12024
Mean–variance hedging of contingent claims with random maturity
K Kladívko, M Zervos
Mathematical Finance 33 (4), 1213-1247, 2023
12023
An Analysis of UK Households’ Directional Forecasts of Interest Rates
K Kladívko, P Österholm
Journal of Business Cycle Research, 1-20, 2024
2024
Vad säger hushållens förväntningar om vart bostadspriserna är på väg?
K Kladívko, P Österholm
Ekonomisk Debatt 51 (5), 78-85, 2023
2023
Varför har arbetstagar-och arbetsgivarorganisationer olika förväntningar om lönetillväxt?
T Kiss, K Kladivko, A Lunander, P Österholm
Working Paper, 2022
2022
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