Ladislav Kristoufek

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Studies published by Ladislav Kristoufek.

Studies lacking replication:


Replicated studies:

  • Ladislav Kristoufek. Leverage effect in energy futures (Energy Economics 2014).
    JEL codes: C10, G10, Q40 - General. Methods: - Software: -
    Data availability unknown; Readme availability unknown; Code availability unknown
    Replication: M. Angeles Carnero, Ana Pérez. Energy Economics forthcoming.
    JEL codes: C22, G10, Q40. Keywords: Conditional heteroscedasticity, Quasi maximum likelihood, Robust estimators, TGARCH, EGARCH, FIEGARCH
    Data: -. Type: reproduction (new methods). Result: successful. Call into question: no. Replication authors statement: -.

Replications:

Corrections:

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