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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 15 (2015) Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange Abstract  PDF
Sabina Nowak, Joanna Olbryś
 
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 10 (2010) Forecasting Financial Processes by Using Diffusion Models Abstract  PDF
Piotr Płuciennik
 
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