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~person:"Brzeszczyński, Janusz"
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ARCH model
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Brzeszczyński, Janusz
McAleer, Michael
32
Caporale, Guglielmo Maria
26
Gil-Alaña, Luis A.
25
Giot, Pierre
21
Platen, Eckhard
21
Chang, Chia-Lin
16
Röder, Klaus
16
Allen, David E.
15
Durré, Alain
14
Gupta, Rangan
14
Ivanov, Stoyu I.
14
Cheung, Yin-Wong
12
Hassan, M. Kabir
12
Rockinger, Michael
12
Todorov, Viktor
12
Härdle, Wolfgang
11
Kaserer, Christoph
11
Shaikh, Imlak
11
Tse, Yiuman
11
Bouri, Elie
10
Brooks, Chris
10
Jalbert, Terrance
10
Jondeau, Eric
10
Masih, Abdul Mansur M.
10
Scheicher, Martin
10
Tiwari, Aviral Kumar
10
Weber, Enzo
10
Bloom, Nicholas
9
Davis, Steven J.
9
Hanousek, Jan
9
Koopman, Siem Jan
9
Kočenda, Evžen
9
Masih, Rumi
9
McMillan, David G.
9
Raunig, Burkhard
9
Schröder, Michael
9
Shaik, Muneer
9
Ziegler, Andreas
9
Achleitner, Ann-Kristin
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Bekaert, Geert
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
1
International review of financial analysis
1
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ECONIS (ZBW)
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Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
2
Modelling and forecasting volatility at Warsaw stock exchange: application of ARCH-Models
Brzeszczyński, Janusz
- In:
East European transition and EU enlargement : a …
,
(pp. 337-353)
.
2002
Persistent link: https://www.econbiz.de/10001686531
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