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 | 0 | 0 | 6 | 334 | 1 | 2 | 33 | 927 |
| Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns | 0 | 0 | 0 | 59 | 1 | 1 | 12 | 88 |
| On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model | 0 | 0 | 1 | 134 | 0 | 1 | 12 | 434 |
| Total Working Papers | 0 | 0 | 7 | 527 | 2 | 4 | 57 | 1,449 |
| 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 | 3 | 0 | 1 | 14 | 22 |
| Measurement of common risks in tails: A panel quantile regression model for financial returns | 1 | 2 | 7 | 26 | 1 | 3 | 25 | 70 |
| On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model | 0 | 0 | 1 | 3 | 0 | 1 | 21 | 48 |
| Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities | 0 | 0 | 0 | 1 | 0 | 0 | 6 | 33 |
| Total Journal Articles | 1 | 2 | 8 | 33 | 1 | 5 | 66 | 173 |
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