Narrow search
Showing 1 - 7 of 7
Cover Image
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012795155
Cover Image
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012795164
Cover Image
Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz; Chlebus, Marcin - 2020
Persistent link: https://www.econbiz.de/10012322119
Cover Image
Investing in VIX futures based on rolling GARCH models forecasts
Bilyk, Oleh; Sakowskia, Paweł; Ślepaczuka, Robert - 2020
Persistent link: https://www.econbiz.de/10012322122
Cover Image
Fiscal activism and price volatility : evidence from advanced and emerging economies
Afonso, António; Jalles, João Tovar - 2017
Persistent link: https://www.econbiz.de/10011795082
Cover Image
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014446491
Cover Image
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł; Ślepaczuk, Robert; Windorbski, … - 2023
Persistent link: https://www.econbiz.de/10014448210