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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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:


  1. How many observations should be taken to obtain appropriate VaR measure using a family Sign RCA models?



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