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Experimental design in evaluating VaR forecasts
Marta Małecka
Acta Universitatis Lodziensis. Folia Oeconomica /286 (2013) s. 277-290 -
GARCH class models performance in context of high market volatility
Marta Małecka
Acta Universitatis Lodziensis. Folia Oeconomica /302(3) (2014) s. 253-266 -
GARCH process application in risk valuation for WIG20 Index
Marta Małecka
Acta Universitatis Lodziensis. Folia Oeconomica /285 (2013) s. 209-220