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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"SOEPpaper"
~person:"Białkowski, Je̜drzej"
~person:"Mihailescu, Laurenţiu"
~subject:"Deutschland"
~subject:"Stock market"
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Białkowski, Je̜drzej
Mihailescu, Laurenţiu
Bohl, Martin T.
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Siklos, Pierre L.
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Wisniewski, Tomasz Piotr
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Faik, Jürgen
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Fritsch, Michael
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Henke, Harald
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Spiess, C. Katharina
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
SOEPpaper
Working paper
2
Journal of banking & finance
1
New Zealand economic papers
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Testing for financial spillovers in calm and turmoil periods
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Serwa, Dobromił
-
2004
Persistent link: https://www.econbiz.de/10002003573
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2
Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej
-
2003
Persistent link: https://www.econbiz.de/10001768500
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3
The test of market efficiency and index arbitrage profitability on emerging Polish stock and futures index markets
Białkowski, Je̜drzej
;
Jakubowski, Jacek
-
2003
Persistent link: https://www.econbiz.de/10001916043
Saved in:
4
A sequential method for the evaluation of the VaR model based on the run between exceedancers
Mihailescu, Laurenţiu
-
2003
Persistent link: https://www.econbiz.de/10001762989
Saved in:
5
A comparison of several procedures for estimating value-at-risk in mature and emerging markets
Mihailescu, Laurenţiu
-
2002
Persistent link: https://www.econbiz.de/10001693163
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