Radek Hendrych

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 6

Top Topics

Independent Variables

Density Estimation

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Comput. Manag. Sci.

Publications

Tomás Cipra, Radek Hendrych
Robust recursive estimation of GARCH models. Kybernetika 54 (6) (2018)
Michal Cerný, Tomás Cipra, Radek Hendrych, Ondrej Sokol, Miroslav Rada
A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable. WEA (1) (2018)
Tomás Cipra, Radek Hendrych, Michal Cerný
Robust Kalman Filter for High-Frequency Financial Data. WEA (1) (2018)
Radek Hendrych, Tomás Cipra
Self-weighted recursive estimation of GARCH models. Commun. Stat. Simul. Comput. 47 (2) (2018)
Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych
Implied volatility and state price density estimation: arbitrage analysis. Comput. Manag. Sci. 14 (4) (2017)
Radek Hendrych, Tomás Cipra
On conditional covariance modelling: An approach using state space models. Comput. Stat. Data Anal. 100 (2016)