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 1 1 47 0 3 12 49
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns 1 13 51 101 7 44 171 292
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model 0 0 5 122 0 8 50 367
Total Working Papers 1 14 57 270 7 55 233 708


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model 0 0 0 2 1 1 2 18
Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities 0 0 0 0 0 2 6 14
Total Journal Articles 0 0 0 2 1 3 8 32


Statistics updated 2021-01-03