Publikacje

Czasopismo: Applied Stochastic Models in Business and Industry

2014

• Piotr Jaworski , Marcin Pitera, On spatial contagion and multivariate GARCH models, Applied Stochastic Models in Business and Industry, 30 2014, s. 303-327. Zobacz w PBN

2010

• Fabrizio Durante, Piotr Jaworski , Spatial contagion between financial markets: a copula-based approach, Applied Stochastic Models in Business and Industry, 2010. Zobacz w PBN