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The effectiveness of the GlueVaR risk measure on the metals market : the application of Omega performance measure Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2017 / Numer 331(5) / s. 153 - 1672017CZYSTY TEKST
Dominik Krężołek, Grażyna Trzpiot, The effectiveness of the GlueVaR risk measure on the metals market : the application of Omega performance measure, Acta Universitatis Lodziensis. Folia Oeconomica, 2017 / Numer 331(5), s. 153 - 167
BIBTEX@Article{ authors = " Dominik Krężołek, Grażyna Trzpiot", title = "The effectiveness of the GlueVaR risk measure on the metals market : the application of Omega performance measure", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2017 / Numer 331(5)", pages = "153 - 167" }
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Non-classical risk measures on the Warsaw Stock Exchange : the application of alpha-stable distributions Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2013 / Numer 286 / s. 269 - 2762013CZYSTY TEKST
Dominik Krężołek, Non-classical risk measures on the Warsaw Stock Exchange : the application of alpha-stable distributions, Acta Universitatis Lodziensis. Folia Oeconomica, 2013 / Numer 286, s. 269 - 276
BIBTEX@Article{ authors = " Dominik Krężołek", title = "Non-classical risk measures on the Warsaw Stock Exchange : the application of alpha-stable distributions", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2013 / Numer 286", pages = "269 - 276" }
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The application of M-GARCH model for examining the volatility of financial assets Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2009 / Numer 228 / s. 305 - 3112009CZYSTY TEKST
Dominik Krężołek, The application of M-GARCH model for examining the volatility of financial assets, Acta Universitatis Lodziensis. Folia Oeconomica, 2009 / Numer 228, s. 305 - 311
BIBTEX@Article{ authors = " Dominik Krężołek", title = "The application of M-GARCH model for examining the volatility of financial assets", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2009 / Numer 228", pages = "305 - 311" }
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Selected GARCH-type models in the metals market : backtesting of Value-at-Risk Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2017 / Numer 331(5) / s. 185 - 2032017CZYSTY TEKST
Dominik Krężołek, Selected GARCH-type models in the metals market : backtesting of Value-at-Risk, Acta Universitatis Lodziensis. Folia Oeconomica, 2017 / Numer 331(5), s. 185 - 203
BIBTEX@Article{ authors = " Dominik Krężołek", title = "Selected GARCH-type models in the metals market : backtesting of Value-at-Risk", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2017 / Numer 331(5)", pages = "185 - 203" }
