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- 1.0507530 - NHÚ 2020 RIV US eng J - Journal Article
Antoch, J. - Hanousek, Jan - Horváth, L. - Hušková, M. - Wang, S.
Structural breaks in panel data: large number of panels and short length time series.
Econometric Reviews. Roč. 38, č. 7 (2019), s. 828-855. ISSN 0747-4938. E-ISSN 1532-4168
Institutional support: RVO:67985998
Keywords : bootstrap * change point problem * four factor CAPM m
OECD category: Applied Economics, Econometrics
Impact factor: 0.933, year: 2019
Method of publishing: Open access
https://oadoi.org/10.1080/07474938.2018.1454378
Permanent Link: http://hdl.handle.net/11104/0298513 - 2.0505020 - NHU-C 2020 RIV CZ cze J - Journal Article
Antoch, J. - Hušková, M. - Hanousek, Jan - Trešl, Jiří
Detekce změn v panelových datech: změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize.
[Detection of changes in panel data: change in Fama-French model parameters for selected European stocks during the financial crisis.]
Politická ekonomie. Roč. 67, č. 1 (2019), s. 3-19. ISSN 0032-3233. E-ISSN 0032-3233
Institutional support: Progres-Q24
Keywords : asset pricing * change point detection * Fama-French four-factor model
OECD category: Finance
Impact factor: 0.351, year: 2019
Method of publishing: Open access
https://polek.vse.cz/pdfs/pol/2019/01/01.pdf
Permanent Link: http://hdl.handle.net/11104/0296546 - 3.0399537 - ÚI 2014 NL eng J - Journal Article
Antoch, J. - Hájek, Petr - Jiroušek, Radim
Tomáš Havránek.
Computational Statistics and Data Analysis. Roč. 19, č. 2 (1995), s. 111-113. ISSN 0167-9473. E-ISSN 1872-7352
Impact factor: 0.285, year: 1995
Permanent Link: http://hdl.handle.net/11104/0226810File Download Size Commentary Version Access a0399537.pdf 3 220.9 KB Publisher’s postprint require - 4.0155667 - NHU-N 20013015 RIV CZ eng J - Journal Article
Antoch, J. - Hanousek, Jan
Model selection and simplification using lattices.
CERGE-EI Working Paper Series. č. 164 (2000), s. 1-36. ISSN 1211-3298
Institutional research plan: CEZ:MSM 116200001
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp164.pdf
Permanent Link: http://hdl.handle.net/11104/0053139