Browsen in EconStor gesamt nach Autor:innen Gatarek, Lukasz
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Erscheinungsjahr | Titel | Autor:innen |
2007 | Proximity and linkages among coalition participants: a new voting power measure applied to the International Monetary Fund | Reynaud, Julien; Thimann, Christian; Gatarek, Lukasz |
2013 | Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation | Gatarek, Lukasz; Hoogerheide, Lennart; Hooning, Koen; van Dijk, Herman K. |
2014 | A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis | Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F. |
2014 | Optimal Hedging with the Vector Autoregressive Model | Gatarek, Lukasz; Johansen, Søren |
2014 | Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices | Gatarek, Lukasz; Hoogerheide, Lennart; van Dijk, Herman K. |