Federacja Bibliotek Cyfrowych

Homepage
Polona
On value at risk for foreign exchange rates - the copula approach

Object's details: On value at risk for foreign exchange rates - the copula approach

tile.noImage

Provider:Polona

Description

Tytuł:
On value at risk for foreign exchange rates - the copula approach
Twórca:
Jaworski, Piotr
Opis:
Bibliogr.;
Materiały z 2nd Polish Symposium on Econo- and Sociophysics, Kraków.
Dostępność obiektu:
free access
Prawa:
Publikacja udostępniona za zgodą wydawcy. Całość ani żadna z jej części nie może być przetwarzana ani wykorzystywana w celach komercyjnych
Data:
2006
Język:
English
Relacja:
Acta Physica Polonica. B. - Vol. 37, nr 11 (2006), s. 3005-3015.
Temat i słowa kluczowe:
Ryzyko kursowe - badanie - metody.;
Fizyka - stosowanie.;
Rynek kapitałowy - badanie - metody.
Identyfikator:
b15761320
Dostawca danych:
Polona

Czy mogę z tego obiektu skorzystać?:
seek permission
Rodzaj zawartości:
other

Similar objects

tile.noImage

On value at risk for foreign exchange rates - the copula approach

Creator:Jaworski, Piotr

Date:2006

Type:other

tile.noImage

Non-causal final impulse response filters for the maximum return from capital markets

Creator:Dyka, Andrzej

Date:2006

Type:other

tile.noImage

The average behaviour of financial market by 2 scale homogenisation

Creator:Wojnar, Ryszard

Date:2006

Type:other

tile.noImage

Correlation matrix decomposition of WIG20 intraday fluctuations

Date:2006

Type:other

Can I use it?:seek permission

tile.noImage

Multifractal Model of Asset Returns versus real stock market dynamics

Date:2006

Type:other

Can I use it?:seek permission

tile.noImage

Comparison of gain-loss asymmetry behavior for stocks and indexes

Creator:Załuska-Kotur, Magdalena

Date:2006

Type:other

tile.noImage

Dynamics of the Warsaw Stock Exchange index as analysed by the nonhomogeneous fractional relaxation equation

Creator:Kozłowska, Marzena

Date:2006

Type:other

tile.noImage

Distribution of volume on the American stock market

Creator:Gurgul, Henryk (1953- )

Date:2007

Type:other

FBC TeNe Project

Project co-financed by European Funds under the Operational Program Digital Poland for 2014-2020 (project no. POPC.02.04.00-00-0012 / 20-00)

More information about the project can be found at: https://tene.fbc.pionier.net.pl

European Funds. Digital Poland

Republic of Poland

Digital Libraries Federation

European Union - European Regional Development Fund

We use files, through the cookie quality improvement layer of our website.For more information, please read the document Privacy Policy