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Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
Duda, Jarosław; Gurgul, Henryk; Syrek, Robert - In: Statistics in Transition New Series 21 (2020) 5, pp. 99-118
Persistent link: https://www.econbiz.de/10012600271
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Multi-feature evaluation of financial contagion
Duda, Jarosław; Gurgul, Henryk; Syrek, Robert - In: Central European journal of operations research 30 (2022) 4, pp. 1167-1194
Persistent link: https://www.econbiz.de/10013445701