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The Impact of Capital Ratio on Lending of EU Banks : the Role of Bank Specialization and Capitalization Opublikowano w: Equilibrium. Quarterly Journal of Economics and Economic Policy 2016 / Tom 11 / Numer 1 / s. 43 - 592016CZYSTY TEKST
Małgorzata Olszak, Mateusz Pipień, Sylwia Roszkowska, The Impact of Capital Ratio on Lending of EU Banks : the Role of Bank Specialization and Capitalization, Equilibrium. Quarterly Journal of Economics and Economic Policy, 2016 / Tom 11 / Numer 1, s. 43 - 59
BIBTEX@Article{ authors = " Małgorzata Olszak, Mateusz Pipień, Sylwia Roszkowska", title = "The Impact of Capital Ratio on Lending of EU Banks : the Role of Bank Specialization and Capitalization", journal = "Equilibrium. Quarterly Journal of Economics and Economic Policy", issue = "2016 / Tom 11 / Numer 1", pages = "43 - 59" }
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Bayesian analysis of dynamic conditional correlation using bivariate GARCH models Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2005 / Numer 192 / s. 213 - 2272005CZYSTY TEKST
Jacek Osiewalski, Mateusz Pipień, Bayesian analysis of dynamic conditional correlation using bivariate GARCH models, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 192, s. 213 - 227
BIBTEX@Article{ authors = " Jacek Osiewalski, Mateusz Pipień", title = "Bayesian analysis of dynamic conditional correlation using bivariate GARCH models", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 192", pages = "213 - 227" }
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Value-at-risk estimates and capital requirements for market risk obtained from GARCH predictive densities Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2005 / Numer 190 / s. 197 - 2182005CZYSTY TEKST
Mateusz Pipień, Value-at-risk estimates and capital requirements for market risk obtained from GARCH predictive densities, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 190, s. 197 - 218
BIBTEX@Article{ authors = " Mateusz Pipień", title = "Value-at-risk estimates and capital requirements for market risk obtained from GARCH predictive densities", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 190", pages = "197 - 218" }
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Dynamic bayesian inference in GARCH processes with skewed-t and stable conditional distributions Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2005 / Numer 192 / s. 251 - 2692005CZYSTY TEKST
Mateusz Pipień, Dynamic bayesian inference in GARCH processes with skewed-t and stable conditional distributions, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 192, s. 251 - 269
BIBTEX@Article{ authors = " Mateusz Pipień", title = "Dynamic bayesian inference in GARCH processes with skewed-t and stable conditional distributions", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 192", pages = "251 - 269" }
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Bayesian pricing of an European call option using a GARCH model with asymmetries Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2004 / Numer 177 / s. 219 - 2382004CZYSTY TEKST
Jacek Osiewalski, Mateusz Pipień, Bayesian pricing of an European call option using a GARCH model with asymmetries, Acta Universitatis Lodziensis. Folia Oeconomica, 2004 / Numer 177, s. 219 - 238
BIBTEX@Article{ authors = " Jacek Osiewalski, Mateusz Pipień", title = "Bayesian pricing of an European call option using a GARCH model with asymmetries", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2004 / Numer 177", pages = "219 - 238" }
