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Details about Frantisek Cech

Homepage:https://ies.fsv.cuni.cz/en/contacts/people/63757646
Workplace:Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)
Ústav teorie informace a automatizace (ÚTIA) (Institute of Information Theory and Automation), Akademie věd České Republiky (Academy of Sciences), (more information at EDIRC)

Access statistics for papers by Frantisek Cech.

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

Short-id: pce205


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Working Papers

2017

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

2014

  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 Downloads 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) Downloads View citations (13) (2017)

Journal Articles

2022

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

2021

  1. Measurement of common risks in tails: A panel quantile regression model for financial returns
    Journal of Financial Markets, 2021, 52, (C) Downloads View citations (4)

2019

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

2017

  1. On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
    Journal of Forecasting, 2017, 36, (2), 181-206 Downloads View citations (13)
    See also Working Paper On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model, Working Papers IES (2014) Downloads View citations (3) (2014)
 
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