Počet záznamů: 1
Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities
SYS 0507522 LBL 01000a^^22220027750^450 005 20240103222414.5 014 $a 85070610508 $2 SCOPUS 014 $a 000478444500001 $2 WOS 017 $a 10.1002/fut.22017 $2 DOI 100 $a 20190812d m y slo 03 ba 101 $a eng $d eng 102 $a US 200 1-
$a Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities 215 $a 23 s. $c P 463 -1
$1 001 cav_un_epca*0251244 $1 011 $a 0270-7314 $e 1096-9934 $1 200 1 $a Journal of Futures Markets $v Roč. 39, č. 9 (2019), s. 1167-1189 $1 210 $c Wiley 610 $a implied volatility 610 $a panel quantile regression 610 $a realized volatility 610 $a value‐at‐risk 700 -1
$3 cav_un_auth*0344057 $w Department of Econometrics $4 070 $a Čech $b František $p UTIA-B $i Ekonometrie $j Department of Econometrics $k E $l E $y CZ $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0242028 $w Department of Econometrics $4 070 $a Baruník $b Jozef $p UTIA-B $i Ekonometrie $j Department of Econometrics $k E $l E $y CZ $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2019/E/barunik-0507522.pdf 856 $u https://onlinelibrary.wiley.com/doi/full/10.1002/fut.22017?af=R $9 RIV
Počet záznamů: 1