Frantisek Cech : Citation Profile


Are you Frantisek Cech?

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

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Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 1
   Journals where Frantisek Cech has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce205
   Updated: 2020-10-17    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:

Adrian, Tobias (2)

Maheu, John (2)

Molnár, Peter (1)

Lyócsa, Štefan (1)

Bucci, Andrea (1)

Symeonidis, Lazaros (1)

Cites to:

Manganelli, Simone (7)

Bollerslev, Tim (7)

Diebold, Francis (6)

Laurent, Sébastien (6)

Lamarche, Carlos (6)

Andersen, Torben (5)

Kim, Tae-Hwan (4)

Bassett, Gilbert (4)

Chkili, Walid (3)

Hammoudeh, Shawkat (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 (2020 and 2019)


YearTitle of citing document
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

2019Multivariate realized volatility forecasts of agricultural commodity futures. (2019). Chen, Langnan ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1565-1586.

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]
paper7
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: 7
article
2019Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0

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