Measurement of common risks in tails: A panel quantile regression model for financial returns

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SYSNO	0533565
Title	Measurement of common risks in tails: A panel quantile regression model for financial returns
Author(s)	Baruník, Jozef (UTIA-B) [E]_{RID, ORCID} Čech, František (UTIA-B) [E]_ORCID
Source Title	Journal of Financial Markets. Roč. 52, č. 1 (2021). - : Elsevier
Article number	100562
Document Type	Článek v odborném periodiku
Grant	GX19-28231X GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
Institutional support	UTIA-B - RVO:67985556
Language	eng
Country	NL
Keywords	Panel quantile regression * Realized measures * Value-at-risk
Cooperating institutions	IES FSV UK (Czech Republic)
URL	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

Number of the records: 1