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Found 6 items.

Option Pricing under Sign RCA-GARCH Models

Joanna Górka

145-160

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

Aneta Włodarczyk

129-145

2017-12-29
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models

Anna Pajor

81-90

2009-07-18
Markov Switching Models with Application to Contagion Effect Analysis in the Capital Markets

Monika Kośko

73-80

2009-07-18
Distribution Choice for the Asymmetric ACD Models

Katarzyna Bień-Barkowska

55-72

2011-12-10

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