Publications - Filip Žikeš
Journal articles (3)
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1. * F. Žikeš, Jozef Baruník, N. Shenai: Modeling and Forecasting Persistent Financial Durations. Econometric Reviews 36:10 (2017), 1081-1110. Taylor & Francis. Download |
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2. * F. Žikeš, Jozef Baruník: Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility. Journal of Financial Econometrics 14:1 (2016), 185-226. Oxford University Press. Download |
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3. * Miloslav Vošvrda, Filip Žikeš: An application of the GARCH-t model on Central European stock returns. Prague Economic Papers 12:1 (2004), 26-39. Vysoká škola ekonomická v Praze. |
Conference papers (1)
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1. * Miloslav Vošvrda, Filip Žikeš: Application of the GARCH - t model on stock returns in emerging capital markets. WEHIA 2003. 8th Annual Workshop on Economics with Heterogeneous Interacting Agents, 1-14. Fritz Thyssen Stiftung, Kiel 2003. |
Other publications (1)
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1. * Filip Žikeš: The Predictability of Asset Returns: An Empirical Analysis of Central-European Stock Markets. Research Report 2093. ÚTIA AV ČR, Praha 2003. |