Option Pricing under Sign RCA-GARCH Models.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 145, doi. 10.12775/DEM.2014.008
- By:
- Publication type:
- Article
Works matching IS 12343862 AND DT 2014 AND VI 14
Results: 8
1
2
The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004-2012.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 125, doi. 10.12775/DEM.2014.007
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- Publication type:
- Article
3
Pension Funds in Poland: Efficiency Analysis for Years 1999-2013.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 105, doi. 10.12775/DEM.2014.006
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- Publication type:
- Article
4
The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 93, doi. 10.12775/DEM.2014.005
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- Publication type:
- Article
5
Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 71, doi. 10.12775/DEM.2014.004
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- Publication type:
- Article
6
The Environmental Kuznets Curve in Poland – Evidence from Threshold Cointegration Analysis.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 51, doi. 10.12775/DEM.2014.003
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- Publication type:
- Article
7
Searching for the Appropriate Measure of Multilateral Trade-Resistance Terms in the Gravity Model of Bilateral Trade Flows.
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 29, doi. 10.12775/DEM.2014.002
- By:
- Publication type:
- Article
8
Does Historical VIX Term Structure Contain Valuable Information for Predicting VIX Futures?
- Published in:
- Dynamic Econometric Models, 2014, v. 14, p. 5, doi. 10.12775/DEM.2014.001
- By:
- Publication type:
- Article