Details about Joanna Górka
Access statistics for papers by Joanna Górka.
Last updated 2017-09-22. Update your information in the RePEc Author Service.
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- Option Pricing under Sign RCA-GARCH Models
Dynamic Econometric Models, 2014, 14, 145-160
- The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes
Dynamic Econometric Models, 2012, 12, 105-110
- The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures
Dynamic Econometric Models, 2010, 10, 61-80
- Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures
Dynamic Econometric Models, 2009, 9, 39-50
- Forecast properties of family rca models
Acta Universitatis Nicolai Copernici, Ekonomia, 2009, 40, 75-86
- Description of the Kurtosis of Distributions by Selected Models with Sign Function
Dynamic Econometric Models, 2008, 8, 119-128
- Identification of Non-linearity in Economic Time Series
Dynamic Econometric Models, 2006, 7, 83-92
- Heteroskedastic Cointegration
Dynamic Econometric Models, 2004, 6, 213-220
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