Frantisek Cech : Citation Profile

Univerzita Karlova v Praze (50% share)
Akademie věd České Republiky (50% share)

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 4
   Journals where Frantisek Cech has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce205
   Updated: 2025-03-22    RAS profile: 2024-02-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Frantisek Cech.

Is cited by:

Shafiullah, Muhammad (2)

Adrian, Tobias (2)

Maheu, John (2)

GUPTA, RANGAN (2)

Pierdzioch, Christian (2)

Markellos, Raphael (1)

SYRIOPOULOS, THEODOROS (1)

Do, Hung (1)

Nobanee, Haitham (1)

Dragotă, Victor (1)

Lyócsa, Štefan (1)

Cites to:

Bollerslev, Tim (14)

Lamarche, Carlos (12)

Manganelli, Simone (11)

Galvao, Antonio (10)

Diebold, Francis (9)

Bassett, Gilbert (7)

Andersen, Torben (7)

Kim, Tae-Hwan (6)

Giot, Pierre (6)

Laurent, Sébastien (6)

Engle, Robert (5)

Main data

Production by document typearticlepaper201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20172018201920202021202220232024202502.557.510Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20142015201620172018201920202021202201020Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents1234501020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Frantisek Cech has published?

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies2

Recent works citing Frantisek Cech (2025 and 2024)

Year  ↓Title of citing document  ↓
2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

Full description at Econpapers || Download paper

2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

Full description at Econpapers || Download paper

2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

Full description at Econpapers || Download paper

Works by Frantisek Cech:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns In: Papers.
[Full Text][Citation analysis]		paper2
2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns.(2017) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Marine fuel hedging under the sulfur cap regulations In: Energy Economics.
[Full Text][Citation analysis]		article2
2021Measurement of common risks in tails: A panel quantile regression model for financial returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article9
2014On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model In: Working Papers IES.
[Full Text][Citation analysis]		paper18
2017On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2019Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team