Frantisek Cech : Citation Profile


Are you Frantisek Cech?

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

2

H index

1

i10 index

12

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 2
   Journals where Frantisek Cech has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce205
   Updated: 2021-10-09    RAS profile: 2019-11-22    
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Relations with other researchers


Works with:

Baruník, Jozef (4)

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

Is cited by:

Maheu, John (2)

Symeonidis, Lazaros (1)

Lyócsa, Štefan (1)

Muradoglu, Yaz (1)

Molnár, Peter (1)

Bucci, Andrea (1)

Adrian, Tobias (1)

Cites to:

Manganelli, Simone (7)

Bollerslev, Tim (7)

Diebold, Francis (6)

Lamarche, Carlos (6)

Giot, Pierre (6)

Laurent, Sébastien (6)

Andersen, Torben (5)

Bassett, Gilbert (4)

Kim, Tae-Hwan (4)

Nguyen, Duc Khuong (3)

koenker, roger (3)

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 (2021 and 2020)


YearTitle of citing document
2021A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324.

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2021The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144.

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2021The role of investor attention in predicting stock prices: The long short-term memory networks perspective. (2021). Zhang, Yongjie ; Shen, Dehua ; Chu, Gang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310943.

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2020Realized volatility forecast with the Bayesian random compressed multivariate HAR model. (2020). Chen, Langnan ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:781-799.

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 another version. Agregated cites: 2
paper
2014On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model In: Working Papers IES.
[Full Text][Citation analysis]
paper10
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 another version. Agregated cites: 10
article
2019Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities In: Journal of Futures Markets.
[Full Text][Citation analysis]
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team