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Issue Title
 
Vol 14 (2014) Option Pricing under Sign RCA-GARCH Models Abstract  PDF
Joanna Górka
 
Vol 17 (2017) Comparison of Certain Dynamic Estimation Methods of Value at Risk on Polish Gas Market Abstract  PDF
Alicja Ganczarek-Gamrot, Józef Stawicki
 
Vol 12 (2012) The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes Abstract  PDF
Joanna Górka
 
Vol 16 (2016) Dependency Analysis between Bitcoin and Selected Global Currencies Abstract  PDF
Beata Szetela, Grzegorz Mentel, Stanisław Gędek
 
Vol 11 (2011) ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market Abstract  PDF
Joanna Olbryś
 
Vol 11 (2011) Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices Abstract  PDF
Piotr Fiszeder
 
Vol 15 (2015) Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange Abstract  PDF
Sabina Nowak, Joanna Olbryś
 
Vol 10 (2010) Forecasting Financial Processes by Using Diffusion Models Abstract  PDF
Piotr Płuciennik
 
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