PhDr. Ivo Jánský - Publikace

Články v impaktovaných časopisech

2012 Time-varying Betas of the Banking Sectors, Czech Journal of Economics and Finance

Články v recenzovaných časopisech

2011 VaR Forecasting in Times of Increased Volatility, World Academy of Science, Engineering and Technology

Odborné knihy

2011 Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets, VDM Verlag Dr. Müller

IES Working Papers

2012 Time-varying Betas of the Banking Sector, IES Working Papers 23/2012

2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility, IES Working Papers 27/2011

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF
EY