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Janusz Kudła
Janusz Kudła is employed at the University of Warsaw, Faculty of Economic Sciences, as a full professor. His scientific interests include: empirical studies in the area of risk measurement, especially Value at Risk models and the impact of financial market regulations on their effectiveness. He teaches risk management and risk assessment together with the application of financial instruments for various purposes. The second area of research includes the economics of taxation with particular emphasis on tax evasion and international taxation. Until 2020, he served as the Deputy Dean at the Faculty of Economic Sciences, University of Warsaw.
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Articles by Janusz Kudła
Modeling realized volatility with implied volatility for the EUR/GBP exchange rate
This paper concerns the application of implied volatility in modeling realized volatility in the daily, weekly and monthly horizon using high-frequency data for the EUR/GBP exchange rate.