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| Issue | Title | |
| Vol 14 (2014) | Option Pricing under Sign RCA-GARCH Models | Abstract PDF |
| Joanna Górka | ||
| Vol 18 (2018) | The Non-Trading Problem in Assessing Commonality in Liquidity on Emerging Stock Markets | Abstract PDF |
| Joanna Olbryś | ||
| 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 16 (2016) | Dependency Analysis between Bitcoin and Selected Global Currencies | Abstract PDF |
| Beata Szetela, Grzegorz Mentel, Stanisław Gędek | ||
| Vol 12 (2012) | The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes | Abstract PDF |
| Joanna Górka | ||
| Vol 18 (2018) | Testing Day of the Week Effect on Precious Metals Market | Abstract PDF |
| Dominik Krężołek | ||
| Vol 15 (2015) | Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange | Abstract PDF |
| Sabina Nowak, Joanna Olbryś | ||
| Vol 11 (2011) | ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market | Abstract PDF |
| Joanna Olbryś | ||
| 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 | ||
| 1 - 10 of 10 Items | ||
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