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Zikes, Filip's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
439 |
Total
Citations
10 |
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1.
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Volatility Transmission in Emerging European Foreign Exchange Markets
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Bubak, Vit
Charles University in Prague - Department of Economics Kocenda, Evzen
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) Zikes, Filip
Imperial College London
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Posted:
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07 Jun 10
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Last Revised:
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07 May 13
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104
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Kocenda, Evzen
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) Bubak, Vit
Charles University in Prague - Department of Economics Zikes, Filip
Imperial College London
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20 Aug 11
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Last Revised:
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28 Dec 11
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39
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Foreign Exchange Markets, Volatility, Spillovers, Intraday Data, Nonlinear Dynamics
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Bubak, Vit
Charles University in Prague - Department of Economics Kocenda, Evzen
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) Zikes, Filip
Imperial College London
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65
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foreign exchange markets, volatility, spillovers, intraday data, nonlinear dynamics
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2.
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Distaso, Walter
Imperial College Business School Fernandes, Marcelo
Queen Mary University of London - Economics Department Zikes, Filip
Imperial College London
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102
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4
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alternative investment, copula, dynamic risk exposure, market uncertainty, tail dependence
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3.
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Theodosiou, Marina G
Central Bank of Cyprus Zikes, Filip
Imperial College London
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26 Jul 11
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Last Revised:
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28 Dec 11
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79
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4
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quadratic variation, jumps, stochastic volatility, realized measures, high - frequency data
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4.
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Zikes, Filip
Imperial College London Barunik, Jozef
Charles University in Prague - Institute of Economic Studies Shenai, Nikhil
Imperial College London
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15 Jul 12
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Last Revised:
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01 Apr 13
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52
(197,139)
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price durations, long memory, multifractal models, realized volatility, Whittle estimation
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5.
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Distaso, Walter
Imperial College Business School Zikes, Filip
Imperial College London
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27 Jul 11
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Last Revised:
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08 May 13
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52
(197,139)
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mixture of normals, realized covariance, continuous time models, high frequency data
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6.
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Abadir, Karim M.
Imperial College Business School Distaso, Walter
Imperial College Business School Zikes, Filip
Imperial College London
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09 Aug 11
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Last Revised:
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26 Feb 12
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50
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2
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Variance matrices, ill-conditioning, mean squared error, mean absolute deviations, resampling
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