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Details about Frantisek Cech

E-mail:
Homepage:http://ies.fsv.cuni.cz/cs/staff/fcech
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 2019-11-22. 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
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (2)
    Also in Papers, arXiv.org (2017) Downloads View citations (1)

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 in Journal of Forecasting (2017)

Journal Articles

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

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 (7)
    See also Working Paper (2014)
 
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