Modelling and Forecasting Volatility at Warsaw Stock Exchange

Janusz Brzeszczynski

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

    Original languageEnglish
    Title of host publicationW. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg
    Publication statusPublished - Sep 2002

    Cite this

    Brzeszczynski, J. (2002). Modelling and Forecasting Volatility at Warsaw Stock Exchange. In W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg
    Brzeszczynski, Janusz. / Modelling and Forecasting Volatility at Warsaw Stock Exchange. W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg. 2002.
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    title = "Modelling and Forecasting Volatility at Warsaw Stock Exchange",
    author = "Janusz Brzeszczynski",
    year = "2002",
    month = "9",
    language = "English",
    booktitle = "W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg",

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    Brzeszczynski, J 2002, Modelling and Forecasting Volatility at Warsaw Stock Exchange. in W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg.

    Modelling and Forecasting Volatility at Warsaw Stock Exchange. / Brzeszczynski, Janusz.

    W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg. 2002.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

    TY - CHAP

    T1 - Modelling and Forecasting Volatility at Warsaw Stock Exchange

    AU - Brzeszczynski, Janusz

    PY - 2002/9

    Y1 - 2002/9

    M3 - Chapter

    BT - W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg

    ER -

    Brzeszczynski J. Modelling and Forecasting Volatility at Warsaw Stock Exchange. In W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg. 2002