Access Statistics for Joanna Górka

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures 0 0 0 3 0 1 1 45
Description of the Kurtosis of Distributions by Selected Models with Sign Function 0 0 0 0 0 1 4 32
Forecast properties of family rca models 0 0 0 0 0 0 2 87
Heteroskedastic Cointegration 0 0 0 16 0 1 1 57
Identification of Non-linearity in Economic Time Series 0 0 0 12 1 2 2 48
Option Pricing under Sign RCA-GARCH Models 0 0 0 4 1 2 4 32
The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes 0 0 0 8 0 3 4 74
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures 0 0 0 10 0 1 4 96
Total Journal Articles 0 0 0 53 2 11 22 471


Statistics updated 2021-01-03