Search Results - "Čech, František"

Attitude to plagiarism in different European countries by Foltýnek, Tomáš, Čech, František

“…Plagiarism is an important and frequently discussed issue, which may have severe financial impacts for higher education institutions across Europe. However,…”
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Marine fuel hedging under the sulfur cap regulations by Čech, František, Zítek, Michal

“…This paper examines the hedging potential of crude oil financial derivatives in the marine industry and concentrates on the dependence between marine fuels and…”
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Measurement of common risks in tails: A panel quantile regression model for financial returns by Baruník, Jozef, Čech, František

“…We investigate how to measure common risks in the tails of return distributions using the recently proposed panel quantile regression model for financial…”
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On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model by Cech, Frantisek, Barunik, Jozef

“…Recent multivariate extensions of the popular heterogeneous autoregressive model (HAR) for realized volatility leave substantial information unmodelled in…”
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Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities by Čech, František, Baruník, Jozef

“…Using a flexible panel quantile regression framework, we show how the future conditional quantiles of commodities returns depend on both ex post and ex ante…”
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Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities by Čech, František, Baruník, Jozef

“…This paper investigates how realized and option implied volatilities are related to the future quantiles of commodity returns. Whereas realized volatility…”
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Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns by Cech, Frantisek, Barunik, Jozef

“…This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model for Returns. By exploring the fact that…”
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Development of block structure in the crust below the Pannonian basin by Čech, František, Zeman, Jaroslav

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