Frantisek Cech : Citation Profile

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

3

H index

2

i10 index

35

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: 9.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce205
   Updated: 2025-12-13    RAS profile: 2024-02-07    
   Missing citations? Add them    Incorrect content? Let us know

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:

Adrian, Tobias (2)

Maheu, John (2)

Pierdzioch, Christian (2)

Shafiullah, Muhammad (2)

GUPTA, RANGAN (2)

Lyócsa, Štefan (1)

Do, Hung (1)

Galvao, Antonio (1)

Pham, Linh (1)

SYRIOPOULOS, THEODOROS (1)

Muradoglu, Yaz (1)

Cites to:

Bollerslev, Tim (14)

Lamarche, Carlos (12)

Manganelli, Simone (11)

Galvao, Antonio (10)

Diebold, Francis (9)

Andersen, Torben (7)

Bassett, Gilbert (7)

Kim, Tae-Hwan (6)

Giot, Pierre (6)

Laurent, Sébastien (6)

Engle, Robert (5)

Main data

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)

YearTitle of citing document
2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544.

Full description at Econpapers || Download paper

2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Chavas, Jean-Paul ; Li, Jian. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343544.

Full description at Econpapers || Download paper

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 ; Karim, Sitara ; Naeem, Muhammad Abubakr. 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

2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

Full description at Econpapers || Download paper

2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

Full description at Econpapers || Download paper

2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

Full description at Econpapers || Download paper

2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

Full description at Econpapers || Download paper

Works by Frantisek Cech:

YearTitleTypeCited
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]		article10
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 November, 20 2025. Contact: CitEc Team