3
H index
1
i10 index
24
Citations
Frantisek Cech : Citation Profile
Univerzita Karlova v Praze (50% share) | RESEARCH PRODUCTION: 3 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2014 - 2021). 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:
| Cites to:
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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 |
| 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 | Less disagreement, better forecasts: adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118451. 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 |
| 2023 | Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372. 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 | |
| 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 | 4 |
| 2014 | On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model In: Working Papers IES. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | article | |
| 2019 | Panel quantile regressions for estimating and predicting the value?at?risk of commodities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team