PL EN


2013 | 162 | 131-143
Article title

Wpływ wartości ekstremalnych na zmienność stochastyczną

Content
Title variants
EN
The Impact of Extreme Observations on Stochastic Volatility
Languages of publication
PL
Abstracts
EN
This article takes up validity of the use (on the Polish capital market) of stochastic models which take into account extreme observations. In the comparative analysis aside from the SV been considered models whose structure can better describe the appearance of extreme observations.
Year
Volume
162
Pages
131-143
Physical description
Contributors
References
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Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-8da9a397-4620-43bb-af7a-71ebc7817501
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