Projects funded by the NCN
Modeling volatility and risk with blind identification and Extended Generalized Lambda Distribution system
2011/03/B/HS4/05092
Keywords:
financial markets uncertainty value at risk volatility modelling
Descriptors:
- HS4_6: Financial markets, international finance, public finance
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie, Wydział Zastosowań Informatyki i Matematyki, Katedra Informatyki
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 2 - announced on 2011-09-15
Amount awarded: 78 000 PLN
Project start date (Y-m-d): 2012-08-30
Project end date (Y-m-d): 2013-08-29
Project duration:: 12 months (the same as in the proposal)
Project status: Project settled