PhDr. Ivo Jánský - Publications

Articles in journals with impact factor

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

Articles in refereed journals

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

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

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