| Search for content and authors |
|
|
| |
 |
- Ewa Ratuszny
|
| e-mail: | ***@gmail.com |
| phone: | |
| fax: | |
| web: | |
| interest(s): | |
|
Affiliation: |
Warsaw School of Economics
|
| address: | Al. Niepodległości 162, Warsaw, 02-554, Poland | | phone: | | | fax: | | | web: | | |
Participant: |
|
Participant: |
|
Publications: |
- Influence of robust estimation on volatility forecast
- Risk modeling using the Extreme Value Theory. Application of Ecompassing Method and Combined Forecasts to VaR quantification.
|
