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Found 5 items.
Option Pricing under Sign RCA-GARCH Models
Joanna Górka
145-160
2015-04-15
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
Forecasting Financial Processes by Using Diffusion Models
Piotr Płuciennik
51-60
2010-07-17
1 - 5 of 5 items