Modelling and Forecasting Volatility at Warsaw Stock Exchange

Janusz Brzeszczynski

Modelling and Forecasting Volatility at Warsaw Stock Exchange

Janusz Brzeszczynski

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

Original language	English
Title of host publication	W. Charemza, K. Strzala (eds), 'East European Transition and EU Enlargement. A Quantitative Approach.', Springer Verlag - Physica Verlag, Heldelberg
Publication status	Published - 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

@inbook{6f760c55b69e4ed48e44b1de43e40887,

title = "Modelling and Forecasting Volatility at Warsaw Stock Exchange",

author = "Janusz Brzeszczynski",

year = "2002",

month = sep,

language = "English",

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

}