Details about Frantisek Cech
Access statistics for papers by Frantisek Cech.
Last updated 2019-11-22. Update your information in the RePEc Author Service.
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- Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
Also in Papers, arXiv.org (2017) View citations (1)
- 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 in Journal of Forecasting (2017)
- Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities
Journal of Futures Markets, 2019, 39, (9), 1167-1189
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
Journal of Forecasting, 2017, 36, (2), 181-206 View citations (7)
See also Working Paper (2014)