Publications - František Čech
Journal articles (4)
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1. * František Čech, M. Zítek: Marine fuel hedging under the sulfur cap regulations. Energy Economics 113. Elsevier. Download |
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2. * Jozef Baruník, František Čech: Measurement of common risks in tails: A panel quantile regression model for financial returns. Journal of Financial Markets 52. Elsevier. Download |
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3. * František Čech, Jozef Baruník: Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities. Journal of Futures Markets 39:9 (2019), 1167-1189. Wiley. Download |
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4. * František Čech, Jozef Baruník: On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model. Journal of Forecasting 36:1 (2017), 181-206. Wiley. Download |