Narrow search
Showing 1 - 4 of 4
Cover Image
The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz; Chlebus, Marcin - In: The journal of risk model validation 16 (2022) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Cover Image
Valuing externalities of outdoor advertising in an urban setting : the case of Warsaw
Czajkowski, Mikołaj; Bylicki, Michał; Budziński, Wiktor - In: Journal of urban economics 130 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013370325
Cover Image
GARCHNet: Value‑at‑risk forecasting with GARCH models based on neural networks
Buczynski, Mateusz; Chlebus, Marcin - In: Computational economics 63 (2024) 5, pp. 1949-1979
Persistent link: https://www.econbiz.de/10014550845
Cover Image
Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states
Buczy´nski, Mateusz; Chlebus, Marcin - In: The journal of risk model validation 14 (2020) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10014335934