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Measurement of common risks in tails: A panel quantile regression model for financial returns
SYS 0533565 LBL 01000a^^22220027750^450 005 20240103224611.7 014 $a 85084595565 $2 SCOPUS 014 $a 000618640300001 $2 WOS 017 $a 10.1016/j.finmar.2020.100562 $2 DOI 100 $a 20201026d m y slo 03 ba 101 $a eng $d eng 102 $a NL 200 1-
$a Measurement of common risks in tails: A panel quantile regression model for financial returns 215 $a 23 s. $c P 463 -1
$1 001 cav_un_epca*0258506 $1 011 $a 1386-4181 $e 1878-576X $1 200 1 $a Journal of Financial Markets $v Roč. 52, č. 1 (2021) $1 210 $c Elsevier 610 $a Panel quantile regression 610 $a Realized measures 610 $a Value-at-risk 700 -1
$3 cav_un_auth*0242028 $a Baruník $b Jozef $p UTIA-B $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $y CZ $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0344057 $a Čech $b František $p UTIA-B $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $y CZ $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2020/E/barunik-0533565.pdf 856 $u https://www.sciencedirect.com/science/article/pii/S1386418120300318 $9 RIV
Počet záznamů: 1