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
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