Concepedia
Statistics
Publications
20
Citations
731
H-Index
13
Active since
2004
Affiliations
Imperial College London(Current)
Bank of England
Charles University
Federal Reserve
Federal Reserve Board of Governors
Filip Žikeš is an author at Imperial College London specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsStatisticsFinancial EconomicsVolatility ModelingAsset PricingGlobal FinanceEngineeringEconometrics
Publications per year
2004–2021
19
Volatility transmission in emerging European foreign exchange markets
Vít Bubák, Evžen Kočenda, Filip Žikeš · Journal of Banking & Finance · 2011 · 334 citations
Volatility Modeling, Asset Pricing, International Finance +6
Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility
Filip Žikeš, Jozef Baruník · SSRN Electronic Journal · 2013 · 45 citations · Full text
Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
Liudas Giraitis, George Kapetanios, Anne Wetherilt et al. · Journal of Applied Econometrics · 2015 · 42 citations
Empirical Finance, Financial Network Analysis, Time Series Econometrics +18
Design-free estimation of variance matrices
Karim M. Abadir, Walter Distaso, Filip Žikeš · Journal of Econometrics · 2014 · 38 citations · Full text
Estimation Theory, Parameter Estimation, Engineering +4
OTC derivatives reform and collateral demand impact
Filip Žikeš · 2012 · 34 citations
Economics, Derivative Pricing, Business +3
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