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Details about Petr Gapko

E-mail:
Workplace:Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC)

Access statistics for papers by Petr Gapko.

Last updated 2013-10-24. Update your information in the RePEc Author Service.

Short-id: pga432

Jump to Journal Articles

Working Papers

2010

  1. Modeling a Distribution of Mortgage Credit Losses
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)

Journal Articles

2019

  1. Modeling Credit Losses for Multiple Loan Portfolios
    Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (6), 558-579 Downloads

2016

  1. Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (6), 565-574 Downloads

2013

  1. Main drivers of natural gas prices in the Czech Republic after the market liberalisation
    Energy Policy, 2013, 52, (C), 199-212 Downloads View citations (5)

2012

  1. Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
    Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (2), 125-140 Downloads View citations (2)
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