Ivo Jánský : Citation Profile


Are you Ivo Jánský?

Univerzita Karlova v Praze

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

1

Articles

2

Papers

RESEARCH ACTIVITY:

   1 years (2011 - 2012). See details.
   Cites by year: 8
   Journals where Ivo Jánský has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjn4
   Updated: 2017-12-09    RAS profile: 2013-01-07    
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Relations with other researchers


Works with:

Benecká, Soňa (2)

Adam, Tomas (2)

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

Is cited by:

Babecký, Jan (3)

Ben Amar, Amine (2)

Galuscak, Kamil (1)

Horvath, Roman (1)

Cites to:

pagan, adrian (3)

Mandelbrot, Benoît (2)

Schwert, G. (2)

Bollerslev, Tim (2)

Korobilis, Dimitris (1)

Degiannakis, Stavros (1)

King, Michael (1)

Goldberg, Linda (1)

Cetorelli, Nicola (1)

faff, robert (1)

Diebold, Francis (1)

Main data


Where Ivo Jánský 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 Ivo Jánský (2017 and 2016)


YearTitle of citing document
2017Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios. (2017). Wang, Xiao Yu ; He, Jia ; Wu, Xiaoxia ; Jiang, Jingjing ; Xie, Dejun . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:10-20.

Full description at Econpapers || Download paper

2017Are Non-Conventional Banks More Resilient than Conventional Ones to Financial Crisis?. (2017). Ben Amar, Amine ; Bellalah, Makram ; ben Slimane, Ikrame . In: Working Papers. RePEc:hal:wpaper:hal-01455752.

Full description at Econpapers || Download paper

Works by Ivo Jánský:


YearTitleTypeCited
2012Time-Varying Betas of Banking Sectors In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article5
2011Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility In: Working Papers IES.
[Full Text][Citation analysis]
paper1
2012Time-varying Betas of the Banking Sector In: Working Papers IES.
[Full Text][Citation analysis]
paper2

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