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~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
~person:"Chlebus, Marcin"
~subject:"Poland"
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Chlebus, Marcin
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EWS-GARCH : new regime switching approach to forecast value-at-risk
Chlebus, Marcin
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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2016
Persistent link: https://www.econbiz.de/10011788233
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One-day prediction of state of turbulence for portfolio : models for binary dependent variable
Chlebus, Marcin
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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2015
Persistent link: https://www.econbiz.de/10011755179
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