Grant detail

GAUK 610317: Measurement of common risk factors: A panel quantile regression models for returns and volatility

Principal investigator: PhDr. František Čech Ph.D.
Collaborators: doc. PhDr. Jozef Baruník Ph.D.
Description:
Participation:
Work in grant:
Web link:
Finance: GAUK 610317: Meranie spoločných rizikových faktorov: panelová kvantilová regresia pre výnosy a volatilitu
End date: 2017
Publications:

Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns

Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns

Conferences:

3rd International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND)

4th Annual Conference of the International Association for Applied Econometrics

Slovak Economic Association Meeting (SEAM 2017)

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance