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Analysis of temporary aspects of poverty in Poland between 1997 - 2000 by Hazard models

Nehrebecka, Natalia - In: Statistics in transition : an international journal of … 10 (2009) 3, pp. 479-503

Persistent link: https://www.econbiz.de/10003972741

Wykorzystanie ła´ncuchów Markowa do prognozowania zmian w strukturze polskich przedsiębiorstw

Nehrebecka, Natalia - In: Gospodarka narodowa : the Polish journal of economics (2011) 10, pp. 59-98

Persistent link: https://www.econbiz.de/10009419745

Sectoral risk assessment with particular emphasis on export enterprises in Poland

Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 36 (2018) 2, pp. 677-700

Persistent link: https://www.econbiz.de/10012212961

Bank loans recovery rate in commercial banks : a case study of non-financial corporations

Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 1, pp. 139-172

Persistent link: https://www.econbiz.de/10012213170

Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures

Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712

Persistent link: https://www.econbiz.de/10012213643

Internal credit risk models and digital transformation : what to prepare for? : an application to Poland

Nehrebecka, Natalia - In: European research studies 24 (2021) 3, pp. 719-736

Persistent link: https://www.econbiz.de/10012666339

COVID-19 : stress-testing non-financial companies : a macroprudential perspective : the experience of Poland

Nehrebecka, Natalia - In: Eurasian economic review : a journal in applied … 11 (2021) 2, pp. 283-319

Persistent link: https://www.econbiz.de/10012544279

Distribution of credit-risk concentration in particular sectors of the economy, and economic capital before and during the COVID-19 pandemic

Nehrebecka, Natalia - In: Economic change & restructuring 56 (2023) 1, pp. 129-158

Persistent link: https://www.econbiz.de/10013536351

Option Pricing Models with HF Data - A Comparative Study - The Properties of the Black Model with Different Volatility Measures

Kokoszczynski, Ryszard - 2011

This paper compares option pricing models, based on the Black model (Black, 1976), with particular emphasis on volatility measures and estimators applied in the process of valuation. We calculate the Black model with historical (BHV), implied (BIV) and several different types of realized (BRV)...

Persistent link: https://www.econbiz.de/10013125627

Identyfikacja i usuwanie sezonowości z polskich agregatów monetarnych

Grudkowska, Sylwia; Nehrebecka, Natalia - 2009

Persistent link: https://www.econbiz.de/10003949388