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The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate
Pipien, Mateusz - In: Dynamic Econometric Models 7 (2006), pp. 179-188
Persistent link: https://www.econbiz.de/10009001675
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Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable
Osiewalski, Jacek; Pipien, Mateusz - In: Dynamic Econometric Models 6 (2004), pp. 25-36
Persistent link: https://www.econbiz.de/10009001681
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On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns
Pipien, Mateusz - In: Dynamic Econometric Models 8 (2008), pp. 61-66
Persistent link: https://www.econbiz.de/10009001698
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Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)
Osiewalski, Jacek; Pajor, Anna; Pipien, Mateusz - In: Dynamic Econometric Models 7 (2006), pp. 25-36
Persistent link: https://www.econbiz.de/10009001724