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Frantisek Cech
Frantisek Cech
Institute of Economic Studies, Charles University; UTIA - the Czech Academy of Sciences
Verified email at fsv.cuni.cz - Homepage
Title
Cited by
Cited by
Year
On the modelling and forecasting of multivariate realized volatility: Generalized heterogeneous autoregressive (GHAR) model
F Čech, J Barunik
Journal of Forecasting 36 (2), 181-206, 2017
482017
Measurement of common risks in tails: a panel quantile regression model for financial returns
J Baruník, F Čech
Journal of Financial Markets 52, 100562, 2021
25*2021
Marine fuel hedging under the sulfur cap regulations
F Čech, M Zítek
Energy Economics 113, 106204, 2022
62022
Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities
F Čech, J Baruník
Journal of Futures Markets 39 (9), 1167-1189, 2019
32019
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Articles 1–4