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Details about Joanna Górka

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Workplace:Wydział Nauk Ekonomicznych i Zarządzania (Faculty of Economic Sciences and Management), Uniwersytet Mikolaja Kopernika w Toruniu (Nicolas Copernicus University), (more information at EDIRC)

Access statistics for papers by Joanna Górka.

Last updated 2017-09-22. Update your information in the RePEc Author Service.

Short-id: pgo445


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Journal Articles

2014

  1. Option Pricing under Sign RCA-GARCH Models
    Dynamic Econometric Models, 2014, 14, 145-160 Downloads

2012

  1. The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes
    Dynamic Econometric Models, 2012, 12, 105-110 Downloads

2010

  1. The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures
    Dynamic Econometric Models, 2010, 10, 61-80 Downloads

2009

  1. Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures
    Dynamic Econometric Models, 2009, 9, 39-50 Downloads
  2. Forecast properties of family rca models
    Acta Universitatis Nicolai Copernici, Ekonomia, 2009, 40, 75-86

2008

  1. Description of the Kurtosis of Distributions by Selected Models with Sign Function
    Dynamic Econometric Models, 2008, 8, 119-128 Downloads

2006

  1. Identification of Non-linearity in Economic Time Series
    Dynamic Econometric Models, 2006, 7, 83-92 Downloads

2004

  1. Heteroskedastic Cointegration
    Dynamic Econometric Models, 2004, 6, 213-220 Downloads
 
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