Results 111 to 120 of about 8,238 (156)
Application of Copula Functions in a Modelling of Relations in Multivariate Financial Time Series [PDF]
Krzysztof Jajuga
core
The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates [PDF]
Ewa M. Syczewska
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The Structure of Interdependence in Dynamic Spatial Models Remarks on Modelling and Interpretation [PDF]
Elzbieta Szulc
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Archiwa Kościoła Katolickiego w II Rzeczypospolitej
openaire +3 more sources
The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate [PDF]
Mateusz Pipien
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Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates [PDF]
Anna Pajor
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GARCH and SV Models with Application of Extreme Value Theory [PDF]
Magdalena Osinska, Marcin Faldzinski
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