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• Dependency Analysis between Bitcoin and Selected Global Currencies

  Beata Szetela, Grzegorz Mentel, Stanisław Gędek

  133-144

  2016-12-29
• Option Pricing under Sign RCA-GARCH Models

  Joanna Górka

  145-160

  2015-04-15
• The Non-Trading Problem in Assessing Commonality in Liquidity on Emerging Stock Markets

  Joanna Olbryś

  67-79

  2018-12-21
• ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market

  Joanna Olbryś

  185-202

  2011-12-10
• Comparison of Certain Dynamic Estimation Methods of Value at Risk on Polish Gas Market

  Alicja Ganczarek-Gamrot, Józef Stawicki

  81-96

  2017-12-21
• The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes

  Joanna Górka

  105-110

  2012-12-09
• Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices

  Piotr Fiszeder

  87-98

  2011-12-10
• Testing Day of the Week Effect on Precious Metals Market

  Dominik Krężołek

  81-97

  2018-12-22
• Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy

  Anna Czapkiewicz, Artur Machno

  145-162

  2013-12-12
• Forecasting Financial Processes by Using Diffusion Models

  Piotr Płuciennik

  51-60

  2010-07-17
• Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange

  Sabina Nowak, Joanna Olbryś

  49−69

  2015-12-28