EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Tomasz Skoczylas

Workplace:Wydział Nauk Ekonomicznych (Faculty of Economic Sciences), Uniwersytet Warszawski (University of Warsaw), (more information at EDIRC)

Access statistics for papers by Tomasz Skoczylas.

Last updated 2016-05-29. Update your information in the RePEc Author Service.

Short-id: psk90

Jump to Journal Articles

Working Papers

2015

  1. Bivariate GARCH models for single asset returns
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads

2014

  1. Generalized Momentum Asset Allocation Model
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads
  2. Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model
    Working Papers, Faculty of Economic Sciences, University of Warsaw Downloads View citations (1)

Journal Articles

2015

  1. Log-volatility enhanced GARCH models for single asset returns
    Bank i Kredyt, 2015, 46, (5), 411-432 Downloads

2013

  1. Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań
    Ekonomia journal, 2013, 35 Downloads View citations (1)
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the School of Business at Örebro University.

 
Page updated 2025-04-02