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~isPartOf:"Working papers"
~language:"deu"
~language:"eng"
~language:"por"
~language:"spa"
~person:"Chlebus, Marcin"
~subject:"Globalization"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Case study"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Chlebus, Marcin
Afonso, António
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The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
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2021
Persistent link: https://www.econbiz.de/10012816709
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Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz
;
Chlebus, Marcin
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2020
Persistent link: https://www.econbiz.de/10012322119
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Old-fashioned parametric models are still the best : a comparison of Value-at-Risk approaches in several volatility states
Buczyński, Mateusz
;
Chlebus, Marcin
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012041611
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