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~accessRights:"free"
~isPartOf:"Working papers"
~language:"cat"
~language:"eng"
~language:"frm"
~person:"Ślepaczuk, Robert"
~subject:"Australien"
~subject:"Volatilität"
~type:"article"
~type:"book"
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The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
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Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej
;
Ślepaczuk, Robert
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2020
Persistent link: https://www.econbiz.de/10012322176
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Does the inclusion of exposure to volatility into diversified portfolio improve the investment results?: portfolio construction from the perspective of a Polish investor
Latoszek, Michał
;
Ślepaczuk, Robert
-
2019
Persistent link: https://www.econbiz.de/10012196568
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