Artur Machno
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The optimal portfolio under VaR and ES | 2018-09-18 | Paper |
| The impact of asynchronous trading on Epps effect on Warsaw stock exchange CEJOR. Central European Journal of Operations Research | 2017-09-08 | Paper |
| Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach CEJOR. Central European Journal of Operations Research | 2017-06-21 | Paper |
Research outcomes over time
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