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0507522 - ÚTIA 2020 RIV US eng J - Journal Article
Čech, František - Baruník, Jozef
Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities.
Journal of Futures Markets. Roč. 39, č. 9 (2019), s. 1167-1189. ISSN 0270-7314. E-ISSN 1096-9934
Institutional support: RVO:67985556
Keywords : implied volatility * panel quantile regression * realized volatility * value‐at‐risk
OECD category: Finance
Impact factor: 1.359, year: 2019
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2019/E/barunik-0507522.pdf https://onlinelibrary.wiley.com/doi/full/10.1002/fut.22017?af=R
Permanent Link: http://hdl.handle.net/11104/0298673