Access Statistics for Frantisek Cech
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns | 1 | 2 | 12 | 320 | 2 | 9 | 49 | 878 |
| Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns | 0 | 0 | 2 | 57 | 0 | 1 | 5 | 73 |
| On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model | 0 | 0 | 1 | 133 | 0 | 0 | 1 | 418 |
| Total Working Papers | 1 | 2 | 15 | 510 | 2 | 10 | 55 | 1,369 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Marine fuel hedging under the sulfur cap regulations | 0 | 0 | 0 | 2 | 1 | 1 | 1 | 6 |
| Measurement of common risks in tails: A panel quantile regression model for financial returns | 1 | 1 | 3 | 19 | 1 | 2 | 9 | 45 |
| On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model | 0 | 0 | 0 | 2 | 1 | 2 | 2 | 27 |
| Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 25 |
| Total Journal Articles | 1 | 1 | 3 | 24 | 3 | 5 | 13 | 103 |
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