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Found 13 items.

Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX Futures?

Juliusz Jabłecki, Ryszard Kokoszczyński, Paweł Sakowski, Robert Ślepaczuk, Piotr Wójcik

5-28

2015-04-15
Non-Classical Measures of Investment Risk on the Market of Precious Non-Ferrous Metals Using the Methodology of Stable Distributions

Dominik Krężołek

89-103

2012-12-09
Decomposition of Sovereign CDS Spread using the Concept of Factorization

Rumiana Górska

99-114

2018-12-27
Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts

Ewa Ratuszny

129-156

2016-02-18
The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis

Ewa M. Syczewska

93-104

2015-04-15
Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion Into the EU ETS

Aneta Włodarczyk

129-145

2017-12-29
Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy

Anna Czapkiewicz, Artur Machno

145-162

2013-12-12
Comparison of Certain Dynamic Estimation Methods of Value at Risk on Polish Gas Market

Alicja Ganczarek-Gamrot, Józef Stawicki

81-96

2017-12-21
Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets

Marcin Fałdziński, Magdalena Osińska

21-35

2016-12-28
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland

Barbara Będowska-Sójka

161-176

2017-12-28
Using the First Passage Times in Markov Chain Model to Support Financial Decisions on the Stock Exchange

Józef Stawicki

37-47

2016-12-28
Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads

Agata Kliber, Barbara Będowska-Sójka

87-106

2013-12-12
Performance of Pension Funds and Stable Growth Open Investment Funds During the Changes in the Polish Retirement System

Krzysztof Kompa, Dorota Witkowska

117-131

2016-12-29

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