Details about Frantisek Cech

Access statistics for papers by Frantisek Cech.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pce205

Working Papers

2017

1. Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
   Papers, arXiv.org View citations (1)
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2017) View citations (2)

2014

2. On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (3)
   See also Journal Article On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (15) (2017)

Journal Articles

2022

1. Marine fuel hedging under the sulfur cap regulations
   Energy Economics, 2022, 113, (C) View citations (2)

2021

2. Measurement of common risks in tails: A panel quantile regression model for financial returns
   Journal of Financial Markets, 2021, 52, (C) View citations (9)

2019

3. Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities
   Journal of Futures Markets, 2019, 39, (9), 1167-1189 View citations (3)

2017

4. On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
   Journal of Forecasting, 2017, 36, (2), 181-206 View citations (15)
   See also Working Paper On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model, Working Papers IES (2014) View citations (3) (2014)