Publikacja:
Volatility Modelling with GARCH Models – Application to KGHM Returns
Data
2013
Artykuł
Przeszukaj czasopismo| cris.legacyid | 6890 |
| cris.virtual.journalance | #PLACEHOLDER_PARENT_METADATA_VALUE# |
| cris.virtualsource.journalance | 9db5c576-bc0d-45ef-b202-f90c8f673dae |
| dc.contributor.author | Grzegorz Kanoza |
| dc.date.accessioned | 2025-07-25T15:46:00Z |
| dc.date.available | 2025-07-25T15:46:00Z |
| dc.date.issued | 2013 |
| dc.date.published | 2013 |
| dc.description.issue | 1 |
| dc.description.physical | 105-120 |
| dc.description.volume | 6 |
| dc.identifier.uri | https://repozytorium.kozminski.edu.pl/handle/item/1091 |
| dc.language | en |
| dc.relation.ispartof | Zeszyty Programu Top 15 |
| dc.relation.pages | 105-120 |
| dc.rights | CC-BY-4.0 |
| dc.subtype | Original |
| dc.title | Volatility Modelling with GARCH Models – Application to KGHM Returns |
| dc.type | Article |
| dspace.entity.type | Publication |