9th International Conference on Computational and Financial Econometrics
Type: | international conference |
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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 |