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prof Joanna Górka
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Affiliation:
Uniwersytet Mikołaja Kopernika w Toruniu, WNEiZ, Katedra Ekonometrii i Statystyki
address:
Gagarina 13A, Toruń, 87-100,
Poland
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fax:
web:
http://www.umk.pl
Participant:
First International Conference Quantitative Methods in Economics
began:
2009-06-18
ended:
2009-06-20
Presented:
First International Conference Quantitative Methods in Economics
How many observations should be taken to obtain appropriate VaR measure using a family Sign RCA models?
Participant:
Current Economic and Social Topics CEST2013
began:
2013-05-23
ended:
2013-05-24
Presented:
Participant:
Current Economic and Social Topics 2015
began:
2015-12-16
ended:
2015-12-18
Presented:
Publications:
How many observations should be taken to obtain appropriate VaR measure using a family Sign RCA models?
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