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0434200 - ÚTIA 2017 RIV GB eng J - Journal Article
Žikeš, F. - Baruník, Jozef
Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility.
Journal of Financial Econometrics. Roč. 14, č. 1 (2016), s. 185-226. ISSN 1479-8409. E-ISSN 1479-8417
R&D Projects: GA ČR GA13-32263S
EU Projects: European Commission 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : conditional quantiles * quantile regression * realized measures * value-at-risk
Subject RIV: AH - Economics
Impact factor: 1.800, year: 2016
http://library.utia.cas.cz/separaty/2014/E/barunik-0434200.pdf
Permanent Link: http://hdl.handle.net/11104/0238364