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~person:"Leśkow, Jacek"
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DCC-MVGARCH
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Leśkow, Jacek
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Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
Urbański, Stanisław
;
Leśkow, Jacek
- In:
Statistics in Transition New Series
21
(
2020
)
1
,
pp. 73-94
apply the
bootstrap
method to evaluate the variability of their estimation method. The cost of capital they refer to is …
Persistent link: https://www.econbiz.de/10012600219
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2
Modeling stock market indexes with copula functions
Leśkow, Jacek
;
Mokrzycka, Justyna
;
Krawiec, Kamil
- In:
e-Finanse: Financial Internet Quarterly
7
(
2011
)
2
,
pp. 1-16
application of
bootstrap
in the context of copula function. This work is appended by examples showing practical application of our …
Persistent link: https://www.econbiz.de/10010289522
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