Panel quantile regressions for estimating and predicting the value--at--risk of commodities
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., PhDr. František Čech Ph.D., |
|---|---|
| Type: | Articles in journals with impact factor |
| Year: | 2019 |
| Number: | 0 |
| ISSN / ISBN: | |
| Published in: | Journal of Futures Markets, 39(9), pp. 1167–1189. |
| Publishing place: | |
| Keywords: | |
| JEL codes: | |
| Suggested Citation: | |
| Abstract: |
