Kamil Kladívko

Maximum likelihood estimation of the Hull–White model

Tomáš Rusý, Kamil Kladívko, 2022, Journal of Empirical Finance.

Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro-Level Survey Data

Pär Österholm, Tamás Kiss, Kamil Kladívko, 2023, Finance Research Letters.

MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS : THE MATLAB IMPLEMENTATION

Kamil Klad́ıvko, Kamil Kladívko, 2007 .

Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey

Pär Österholm, Kamil Kladívko, 2023, Applied Economics.

Do market participants’ forecasts of financial variables outperform the random-walk benchmark?

Pär Österholm, Kamil Kladívko, 2020 .