Citation profile for Frantisek Cech

Frantisek Cech : Citation Profile

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

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 3
   Journals where Frantisek Cech has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce205
   Updated: 2024-11-08    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:

Adrian, Tobias (2)

GUPTA, RANGAN (2)

Maheu, John (2)

Pierdzioch, Christian (1)

Muradoglu, Yaz (1)

Pham, Linh (1)

Galvao, Antonio (1)

DragotÄ, Victor (1)

Symeonidis, Lazaros (1)

SYRIOPOULOS, THEODOROS (1)

Yousaf, Imran (1)

Cites to:

Lamarche, Carlos (12)

Galvao, Antonio (10)

Bollerslev, Tim (9)

Manganelli, Simone (8)

Bassett, Gilbert (6)

Diebold, Francis (5)

Dimpfl, Thomas (4)

Andersen, Torben (4)

French, Kenneth (4)

Baur, Dirk (4)

koenker, roger (4)

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 Studies	2

Recent works citing Frantisek Cech (2024 and 2023)

Year	Title of citing document
2023	Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers \|\| Download paper
2024	An 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
2023	Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370. Full description at Econpapers \|\| Download paper
2024	When 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
2024	Option 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
2023	Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283. Full description at Econpapers \|\| Download paper
2023	Do green financial markets offset the risk of cryptocurrencies and carbon markets?. (2023). Nobanee, Haitham ; Siddique, Md Abubakar ; Naz, Farah ; Karim, Sitara. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:822-833. Full description at Econpapers \|\| Download paper
2023	Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets. (2023). SYRIOPOULOS, THEODOROS ; Tsatsaronis, Michael ; Roumpis, Efthymios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6396-:d:1232518. Full description at Econpapers \|\| Download paper
2023	Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). DragotÄ, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9. Full description at Econpapers \|\| Download paper

Works by Frantisek Cech:

Year	Title	Type	Cited
2017	Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns In: Papers. [Full Text][Citation analysis]	paper	2
2017	Measurement 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
2022	Marine fuel hedging under the sulfur cap regulations In: Energy Economics. [Full Text][Citation analysis]	article	2
2021	Measurement of common risks in tails: A panel quantile regression model for financial returns In: Journal of Financial Markets. [Full Text][Citation analysis]	article	8
2014	On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model In: Working Papers IES. [Full Text][Citation analysis]	paper	18
2017	On 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