GAUK 610317: Measurement of common risk factors: A panel quantile regression models for returns and volatility
| Principal investigator: | PhDr. František Čech Ph.D. |
|---|---|
| Collaborators: |
doc. PhDr. Jozef Baruník Ph.D. |
| Description: | |
| Participation: | |
| Work in grant: | |
| Web link: | |
| Finance: | GAUK 610317: Meranie spoločných rizikových faktorov: panelová kvantilová regresia pre výnosy a volatilitu |
| End date: | 2017 |
| Publications: | Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns |
| Conferences: | 3rd International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND) 4th Annual Conference of the International Association for Applied Econometrics |
