2013 | 162 | 131-143
Article title

Wpływ wartości ekstremalnych na zmienność stochastyczną

Title variants
The Impact of Extreme Observations on Stochastic Volatility
Languages of publication
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.
Physical description
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Document Type
Publication order reference
YADDA identifier
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