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Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges

Mishra, Shraddha - In: International journal of business and globalisation : IJBG 19 (2017) 1, pp. 126-144

Persistent link: https://www.econbiz.de/10011847647

Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions

Demos, Guilherme; Sornette, Didier - 2017

Inspired by the question of identifying the start time τ of financial bubbles, we address the calibration of time series in which the inception of the latest regime of interest is unknown. By taking into account the tendency of a given model to overfit data, we introduce the Lagrange...

Persistent link: https://www.econbiz.de/10011877499

Time series decomposition as a method of measuring capital markets convergence

Żukowski, Rafał - In: Olsztyn economic journal 15 (2020) 2, pp. 155-164

Persistent link: https://www.econbiz.de/10012594584

Insurance market development in comparison with other financial markets segments in Poland in the prosperity and recession

Ostrowska, Dorota - In: Oeconomia Copernicana 5 (2014) 3, pp. 153-170

Persistent link: https://www.econbiz.de/10011508270

Real estate derivatives as financial instrument : possibility prospects of usage in Poland

Majewska, Agnieszka - In: Investment management and financial innovations 17 (2020) 3, pp. 148-159

Persistent link: https://www.econbiz.de/10012405627

Comparison of the financial market conditions in Poland and selected countries during the pandemic and the Russian-Ukrainian war

Żebrowska-Suchodolska, Dorota; Karpio, Andrzej - In: Journal of banking and financial economics 20 (2023), pp. 80-92

The initial period of the COVID-19 pandemic and the outbreak of the Russian-Ukrainian war had a significant impact on financial markets. The aim of the work is to analyse the behaviour of selected segments of the Polish financial market in the initial period of the pandemic and war. The research...

Persistent link: https://www.econbiz.de/10014515567