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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 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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