Radek Hendrych

According to our database, Radek Hendrych authored at least 6 papers between 2016 and 2018.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2018

Robust recursive estimation of GARCH models.

Tomás Cipra, Radek Hendrych

Kybernetika, 2018

Self-weighted recursive estimation of GARCH models.

Radek Hendrych, Tomás Cipra

Commun. Stat. Simul. Comput., 2018

Robust Kalman Filter for High-Frequency Financial Data.

Tomás Cipra, Radek Hendrych, Michal Cerný

Proceedings of the Applied Computer Sciences in Engineering, 2018

A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable.

Michal Cerný, Tomás Cipra, Radek Hendrych, Ondrej Sokol, Miroslav Rada

Proceedings of the Applied Computer Sciences in Engineering, 2018

2017

Implied volatility and state price density estimation: arbitrage analysis.

Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych

Comput. Manag. Sci., 2017

2016

On conditional covariance modelling: An approach using state space models.

Radek Hendrych, Tomás Cipra

Comput. Stat. Data Anal., 2016