Browsen in EconStor gesamt nach Autor:innen Weron, Rafał
Zeige Ergebnisse 1 bis 9 von 9
Erscheinungsjahr | Titel | Autor:innen |
2004 | Simulation of risk processes | Härdle, Wolfgang Karl; Burnecki, Krzysztof; Weron, Rafał |
2004 | Computationally intensive Value at Risk calculations | Weron, Rafał |
2004 | Modeling the risk process in the XploRe computing environment | Weron, Rafał; Burnecki, Krzysztof |
2005 | Stable distributions | Borak, Szymon; Härdle, Wolfgang Karl; Weron, Rafał |
2006 | Convenience yields for CO2 emission allowance futures contracts | Borak, Szymon; Härdle, Wolfgang Karl; Trück, Stefan; Weron, Rafał |
2008 | A semiparametric factor model for electricity forward curve dynamics | Borak, Szymon; Weron, Rafał |
2010 | Models for heavy-tailed asset returns | Borak, Szymon; Misiorek, Adam; Weron, Rafał |
2010 | FX smile in the Heston model | Janek, Agnieszka; Kluge, Tino; Weron, Rafał; Wystup, Uwe |
2010 | Building loss models | Burnecki, Krzysztof; Janczura, Joanna; Weron, Rafał |