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Issue | Title | |
Vol 14 (2014) | Option Pricing under Sign RCA-GARCH Models | Abstract PDF |
Joanna Górka | ||
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 12 (2012) | The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes | Abstract PDF |
Joanna Górka | ||
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 - 5 of 5 Items |
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