Filip Žikeš

Filip Žikeš

US Federal Reserve Board - Washington, D.C. / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 4614051
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person_outline Filip Žikeš's MOST POPULAR ARTICLES
1-) Volatility transmission in emerging European foreign exchange marketsV Bubák, E Kočenda, F ŽikešJournal of Banking & Finance 35 (11), 2829-2841, 20112802011
2-) Semi-parametric conditional quantile models for financial returns and realized volatilityF Žikeš, J BaruníkJournal of Financial Econometrics 14 (1), 185-226, 2015692015
3-) Design-free estimation of variance matricesKM Abadir, W Distaso, F ŽikešJournal of Econometrics 181 (2), 165-180, 2014632014
4-) Estimating the dynamics and persistence of financial networks, with an application to the sterling money marketL Giraitis, G Kapetanios, A Wetherilt, F ŽikešJournal of Applied Econometrics 31 (1), 58-84, 2016592016
5-) A comprehensive comparison of alternative tests for jumps in asset pricesM Theodosiou, F ZikesImperial College London, 1-55, 200957*2009