PhDr. František Čech, Ph.D.
PhDr. František Čech, Ph.D.
Posts:
- Department of Finance and Capital Markets
E-mail: frantisek.cech@fsv.cuni.cz
Telephone: +420 222 112 323
Rooms: No. O509, Opletalova 26
ResearcherID: Q-6081-2017
Scopus Author ID: 57189232216
ORCID ID: 0000-0003-3514-0735
Education
2013 - 2019: Ph.D., IES FSV UK
2013: PhDr., IES FSV UK
2010 - 2013: Mgr., IES FSV UK
2007 - 2010: Bc., IES FSV UK
Job history
2019+: Assistant Professor, IES FSV UK
2015 - 2020: ECOCEP and GEMCLIME Project Manager
2014 - 2015: RWE Energie s.r.o , Analyst - Sales Portfolio Management
2013 - 2014: RWE Česká republika a.s., Trainee - Retail Portfolio Management
Rok vydání
Monographs
Chapters in monographs
Articles
- Čech F., & Baruník J. (2019). Panel quantile regressions for estimating and predicting the value-at-risk of commodities. Journal of Futures Markets, 39(9), 1167-1189. UT-WOS link
- Čech F., & Zítek M. (2022). Marine fuel hedging under the sulfur cap regulations. Energy Economics, 113(September), nestránkováno. UT-WOS link
- Čech F., & Baruník J. (2017). On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model. Journal of Forecasting, 36(2), 181-206. UT-WOS link
- Baruník J., & Čech F. (2021). Measurement of common risks in tails: A panel quantile regression model for financial returns. Journal of Financial Markets, 52(January), 1-24. UT-WOS link
Contributions in the conference proceedings
2019 National Bank of Slovakia Governor Award (1st place)
2013 National Bank of Slovakia Governor Award (2nd place)
JEM092 - Asset Pricing
JEB120 - Financial Economics
Term papers
Applied Financial Econometrics - multivariate volatility modelling
Applied Financial Econometrics - volatility modelling
Bachelor theses
Applied Financial Econometrics - multivariate volatility modelling
Applied Financial Econometrics - volatility modelling
Master theses
Applied Financial Econometrics - multivariate volatility modelling
Applied Financial Econometrics - volatility modelling
Currently supervising:
Zhang Haiying: The empirical research of cross listed stocks: The case of AH shares
Asset Pricing; Financial Econometrics; Time-Series Models; Portfolio Choice; International Financial Markets
