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Robustness in econometrics
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Estimating the risk of joint defaults : an application to central bank collateralized lending operations
Gatarek, Dariusz
;
Jabłecki, Juliusz
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2014
Persistent link: https://www.econbiz.de/10010387351
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Orthogonal transformation of coordinates in copula M-GARCH models - Bayseian analysis for WIG20 spot and futures returns
Pipień, Mateusz
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2013
Persistent link: https://www.econbiz.de/10009754037
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Dependence and contagion between asset prices in Poland and abroad: a copula approach
Adam, Michał
;
Bańbuła, Piotr
;
Markun, Michał
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2013
Persistent link: https://www.econbiz.de/10010338348
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