Wyniki
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Effectiveness of simulation methods in VaR estimation
Grzegorz Mentel
Folia Oeconomica Stetinensia 2(10) (2003) s. 113-124 -
Hybrid concepts of long-term estimates for value at risk
Grzegorz Mentel
Folia Oeconomica Stetinensia 7(15) (2008) s. 1-12 -
RiskMetrics™ methodology in assessment of investment risk on capital markets
Grzegorz Mentel
Folia Oeconomica Stetinensia 9(17) (2010) s. 34-51 -
Modeling gas prices in Poland with an application of the Vector Autoregression method (VAR)
Grzegorz Mentel
Folia Oeconomica Stetinensia , 12(20) /2 (2012) s. 46-57