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The application of M-GARCH model for examining the volatility of financial assets
Dominik Krężołek
Acta Universitatis Lodziensis. Folia Oeconomica /228 (2009) s. 305-311 -
Selected GARCH-type models in the metals market : backtesting of Value-at-Risk
Dominik Krężołek
Acta Universitatis Lodziensis. Folia Oeconomica /331(5) (2017) s. 185-203