SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Ekonometryczne modelowanie dynamiki polskiego rynku finansowego · Study

ArticleShelves

ArticleEkonometryczne modelowanie dynamiki polskiego rynku finansowego

Małgorzata Doman2004

Article2004

Ekonometryczne modelowanie dynamiki polskiego rynku finansowego

Małgorzata Doman · Ryszard Doman

75 citations·0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 75 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 2012The Econometrics of Financial Markets 1996A test for independence based on the correlation dimension 2001Empirical properties of asset returns: stylized facts and statistical issues 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 1993A long memory property of stock market returns and a new model 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Chapter 15 Volatility and Correlation Forecastingchapter · 14 shared references 2005Volatility Forecastingreport · 13 shared references 2002Parametric and Nonparametric Volatility Measurementpreprint · 13 shared references 2010Parametric and Nonparametric Volatility Measurementchapter · 12 shared references 2006VOLATILITY AND CORRELATION FORECASTINGarticle · 12 shared references 2001Modeling and Forecasting Realized Volatilitypreprint · 11 shared references

Details

Year2004

Typearticle

Published2004-01-01

Languagepl

Citations75

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

openalex_workW565342544

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.