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• Keywords: multivariate GARCH models ×

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2 projects found matching your search criteria:

1. 1. Large Deviations and RuinProbabilities for Multivariate Random Iterative Mappings

   Principal investigator: prof. Ewa Maria Damek

   Uniwersytet Wrocławski, Wydział Matematyki i Informatyki

   Call: HARMONIA 1, Panel: ST1

2. 2. Propensity of stock markets in the Visegrad countries to external and internal instabilities.

   Principal investigator: dr hab. Wojciech Grabowski

   Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny

   Call: SONATA 10, Panel: HS4