Pracownicy wydziału

Pracownicy emerytowani

Osoby związane z wydziałem

Byli doktoranci

Granty i Nagrody

Zakład Matematyki Finansowej - lista publikacji

Nadjednostka:

Instytut Matematyki

[Wszystkie publikacje]

[2025] [2024] [2023] [2022] [2021] [2020] [2019] [2018] [2017] [2016] [2015] [2014] [2013] [2012] [2011] [2010] [2009] [2008] [2007] [2006] [2005] [2004] [2003] [2002] [2001] [2000] [1999] [1998] [1997] [1995] [1991] [1985] [1984] [1981]

1-4 z 4.

2025

4.

Dariusz Zawisza

Corrections to “Target achieving portfolio under model misspecification: quadratic optimization framework” (Appl. Math. (Warsaw) 39 (2012), 425–443), Applicationes Mathematicae vol. 52 (2025), 123-125

3.

Damian Jelito, Marcin Pitera, Kewin Pączek, Agnieszka Wyłomańska

Conditional correlation estimation and serial dependence identification, Journal of Computational and Applied Mathematics vol. 468 (2025), 19 stron

2.

Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, Jakub Woźny, Piotr Jaworski

Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule, Journal of Multivariate Analysis vol. 206 (2025), 20 stron

1.

Anna Pajor, Łukasz Kwiatkowski, Justyna Wróblewska

Has the Covid-19 Outbreak Capsized the Predictive Performance of Bayesian VAR Models With Cointegration and Time-Varying Volatility?, Annals of Applied Statistics vol. 19(1) (2025), 212-234