9th International Conference on Computational and Financial Econometrics
| Type: | international conference |
|---|---|
| Year: | 2015 |
| Participant: | PhDr. František Čech Ph.D. |
| Place: | London, United Kingdom |
| Paper: | Measurement of common risk factors: A panel quantile regression models for returns and volatility |
| Grants: | GAUK 1198214: Multivariate volatility modeling of medium and large size portfolios |
