Radek Hendrych

Radek Hendrych

Charles University in Prague - Prague / Czech Republic
Economics & Econometrics / Economics
AD Scientific Index ID: 6024747
Charles University
person_outline Radek Hendrych's MOST POPULAR ARTICLES
1-) Self-weighted recursive estimation of GARCH modelsR Hendrych, T CipraCommunications in Statistics-Simulation and Computation 47 (2), 315-328, 2018192018
2-) Systemic Risk in Financial Risk RegulationT Cipra, R HendrychCzech Journal of Economics & Finance 67 (1), 2017112017
3-) Implied volatility and state price density estimation: arbitrage analysisM Kopa, S Vitali, T Tichý, R HendrychComputational Management Science 14 (4), 559-583, 2017102017
4-) Applying State Space Models To Stochastic Claims ReservingR Hendrych, T CipraASTIN Bulletin: The Journal of the IAA 51 (1), 267-301, 202192021
5-) On conditional covariance modelling: An approach using state space modelsR Hendrych, T CipraComputational Statistics & Data Analysis 100, 304-317, 2016