Zakład Matematyki Finansowej - lista publikacji
Nadjednostka:
1-5 z 5.
2019
5.
Barbara Kawa, Anna Pajor
Considerations on the validity and applicability of the UEK method, Journal of Agribusiness and Rural Development vol. 2(52) (2019), 173-177
4.
Jacek Osiewalski, Anna Pajor
On Sensitivity of Inference in Bayesian MSF-MGARCH Models, Central European Journal of Economic Modelling and Econometrics vol. vol. 11, issue 3 (2019), 173–197
3.
Felix Moldenhauer, Marcin Pitera
Backtesting expected shortfall: a simple recipe?, Journal of Risk vol. 22, Issue 1 (2019), 17-42
2.
Anna Pajor, Justyna Wróblewska