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Composite quantile
Person
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Person
Publication
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PhDr. František Čech Ph.D.
Academic staff at Faculty of Social Sciences
3 classes
6 publications
Classes
class
Financial Economics
JEB120 |
Faculty of Social Sciences
class
Asset Pricing
JEM092 |
Faculty of Social Sciences
class
Data Processing in Python
JEM207 |
Faculty of Social Sciences
Publications
publication
Measurement of common risks in tails: A panel quantile regression model for financial returns
2021 |
Publication without faculty affiliation
publication
Marine fuel hedging under the sulfur cap regulations
2022 |
Faculty of Mathematics and Physics
publication
Panel quantile regressions for estimating and predicting the value-at-risk of commodities
2019 |
Faculty of Social Sciences
publication
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
2017 |
Faculty of Social Sciences
publication
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
Publication without faculty affiliation
publication
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
Publication without faculty affiliation
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