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- Ewa Ratuszny

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Affiliation:


Warsaw School of Economics

address: Al. Niepodległości 162, Warsaw, 02-554, Poland
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Participant:


Current Economic and Social Topics CEST2013

began: 2013-05-23
ended: 2013-05-24
Presented:

Current Economic and Social Topics CEST2013

Influence of robust estimation on volatility forecast

Participant:


8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2015-11-04
ended: 2015-11-07
Presented:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Risk modeling using the Extreme Value Theory. Application of Ecompassing Method and Combined Forecasts to VaR quantification.

Publications:


  1. Influence of robust estimation on volatility forecast
  2. Risk modeling using the Extreme Value Theory. Application of Ecompassing Method and Combined Forecasts to VaR quantification.



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