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  1. 1.
    0533565 - ÚTIA 2022 RIV NL eng J - Journal Article
    Baruník, Jozef - Čech, František
    Measurement of common risks in tails: A panel quantile regression model for financial returns.
    Journal of Financial Markets. Roč. 52, č. 1 (2021), č. článku 100562. ISSN 1386-4181. E-ISSN 1878-576X
    R&D Projects: GA ČR(CZ) GX19-28231X
    Institutional support: RVO:67985556
    Keywords : Panel quantile regression * Realized measures * Value-at-risk
    OECD category: Applied Economics, Econometrics
    Impact factor: 3.095, year: 2021
    Method of publishing: Limited access
    http://library.utia.cas.cz/separaty/2020/E/barunik-0533565.pdf https://www.sciencedirect.com/science/article/pii/S1386418120300318
    Permanent Link: http://hdl.handle.net/11104/0311940
     
     

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