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Found 4 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
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
Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets
Marcin Fałdziński, Magdalena Osińska
21-35
2016-12-28
1 - 4 of 4 items