Search
| 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 | ||
Search tips:
- Search terms are case-insensitive
- Common words are ignored
- By default only articles containing all terms in the query are returned (i.e., AND is implied)
- Combine multiple words with OR to find articles containing either term; e.g., education OR research
- Use parentheses to create more complex queries; e.g., archive ((journal OR conference) NOT theses)
- Search for an exact phrase by putting it in quotes; e.g., "open access publishing"
- Exclude a word by prefixing it with - or NOT; e.g. online -politics or online NOT politics
- Use * in a term as a wildcard to match any sequence of characters; e.g., soci* morality would match documents containing "sociological" or "societal"