Mateusz Pipien - Central Bank Research Hub
| Title | Other author(s) |
|---|---|
Orthogonal Transformation of Coordinates in Copula M-GARCH Models Bayesian analysis for WIG20 spot and futures returnsNational Bank of Poland Working papers [View] (Paper: 151, 28.05.2013) |
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On the empirical importance of periodicity in the volatility of financial time seriesNational Bank of Poland Working papers [View] (Paper: 124, 30.11.2012) |
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Almost periodically correlated time series in business fluctuations analysisNational Bank of Poland Working papers [View] (Paper: 107, 30.11.2012) |