Frantisek Cech
Names
| first: | Frantisek |
| last: | Cech |
Identifer
| RePEc Short-ID: | pce205 |
Contact
| homepage: | https://ies.fsv.cuni.cz/en/contacts/people/63757646 |
Affiliations
-
Univerzita Karlova v Praze
/ Institut ekonomických studií (weight: 50%)
- EDIRC entry
- location:
-
Akademie věd České Republiky
/ Ústav teorie informace a automatizace (ÚTIA) (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns (RePEc:arx:papers:1708.08622)
by Frantisek Cech & Jozef Barunik - Marine fuel hedging under the sulfur cap regulations (RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003528)
by Čech, František & Zítek, Michal - Measurement of common risks in tails: A panel quantile regression model for financial returns (RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318)
by Baruník, Jozef & Čech, František - On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model (RePEc:fau:wpaper:wp2014_23)
by Jozef Baruník & Frantisek Cech - Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns (RePEc:fau:wpaper:wp2017_20)
by Frantisek Cech & Jozef Barunik - On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (RePEc:wly:jforec:v:36:y:2017:i:2:p:181-206)
by František Čech & Jozef Baruník - Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities (RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1167-1189)
by František Čech & Jozef Baruník