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Estimation of risk neutral measure for Polish stock market
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 10 (2014) 2, pp. 28-37
In the paper we present the application of risk neutral measure estimation in the analysis of the index WIG20 from Polish stock market. The risk neutral measure is calculated from the process of the options on that index. We assume that risk neutral measure is the mixture of lognormal...
Persistent link: https://www.econbiz.de/10010468362
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Estymacja struktury terminowej stóp procentowych w Polsce
Kliber, Paweł - In: Bank i kredyt 40 (2009) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10003878887
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On the convergence of growth path towards steady-states in OECD countries in Solow-Swan type models
Kliber, Paweł; Malaga, Krzysztof - In: East European transition and EU enlargement : a …, (pp. 87-104). 2002
Persistent link: https://www.econbiz.de/10001686476
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Optimal tax progression
Panek, Emil; Kliber, Paweł - In: Argumenta oeconomica (2007) 1/2, pp. 165-185
Persistent link: https://www.econbiz.de/10003604994
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The causality between liquidity and volatility in the Polish stock market
Będowska-Sójka, Barbara; Kliber, Agata - In: Finance research letters 30 (2019), pp. 110-115
Persistent link: https://www.econbiz.de/10012420314