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Forecasting the return distribution using high-frequency volatility measures
Hua, Jian, (2013)
GAS or GARCH : a comparison of density and VaR forecasts in Turkish FX and stock markets
Özgül, Ali, (2025)
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V., (2014)
Modelowanie cykli gospodarczych na podstawie ankietowych badań koniunktury : analiza na przykładzie USA
Jaworski, Krystian, (2016)
The stickiness of food prices in Poland : online vs. traditional shops
Jaworski, Krystian, (2022)
Density forecasts of emerging markets' exchange rates using Monte Carlo simulation with regime switching
Jaworski, Krystian, (2018)