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Expected Shortfall
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Pilatowska, Mariola
9
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7
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6
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6
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6
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Pajor, Anna
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4
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3
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3
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3
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2
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Dynamic Econometric Models
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81
GARCH and SV Models with Application of Extreme Value Theory
Osinska, Magdalena
;
Faldzinski, Marcin
- In:
Dynamic Econometric Models
8
(
2008
),
pp. 45-52
Persistent link: https://www.econbiz.de/10009001723
Saved in:
82
Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland
Wlodarczyk, Aneta
;
Zawada, Marcin
- In:
Dynamic Econometric Models
8
(
2008
),
pp. 171-178
Persistent link: https://www.econbiz.de/10009001735
Saved in:
83
Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates
Pajor, Anna
- In:
Dynamic Econometric Models
8
(
2008
),
pp. 147-154
Persistent link: https://www.econbiz.de/10009001736
Saved in:
84
Econometric Modeling of Monthly Liquidity of Small Enterprise
Wisniewski, Jerzy Witold
- In:
Dynamic Econometric Models
8
(
2008
),
pp. 95-102
Persistent link: https://www.econbiz.de/10009001737
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85
Description of the Kurtosis of Distributions by Selected Models with Sign Function
Górka, Joanna
- In:
Dynamic Econometric Models
8
(
2008
),
pp. 119-128
Persistent link: https://www.econbiz.de/10009001739
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86
Financial Econometrics – 25 Years Later
Jajuga, Krzysztof
- In:
Dynamic Econometric Models
8
(
2008
),
pp. 5-12
Persistent link: https://www.econbiz.de/10009001745
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87
An Application of Markov-switching Model to stock Returns Analysis
Kosko, Monika
- In:
Dynamic Econometric Models
7
(
2006
),
pp. 259-268
Persistent link: https://www.econbiz.de/10009001654
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88
Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland
Pajor, Anna
- In:
Dynamic Econometric Models
7
(
2006
),
pp. 169-178
Persistent link: https://www.econbiz.de/10009001661
Saved in:
89
Identification of Non-linearity in Economic Time Series
Osinska, Magdalena
;
Górka, Joanna
- In:
Dynamic Econometric Models
7
(
2006
),
pp. 83-92
Persistent link: https://www.econbiz.de/10009001662
Saved in:
90
Properties of STUR Processes in the Framework of Chaos Theory
Orzeszko, Witold
- In:
Dynamic Econometric Models
7
(
2006
),
pp. 189-198
Persistent link: https://www.econbiz.de/10009001663
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