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  • Acta Universitatis Lodziensis. Folia Oeconomica
  • Acta Universitatis Lodziensis. Folia Oeconomica nr 331(5)/2017
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  • Czasopisma naukowe | Scientific Journals
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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 331(5)/2017
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AuthorKrężołek, Dominik (2)Trzpiot, Grażyna (1)SubjectG01 (2)G11 (2)G31 (2)metals market (2)
risk (2)
rynek metali (2)ryzyko (2)efektywność (1)effectiveness (1)GARCH‑type models (1)... View MoreDate Issued2017 (2)Has File(s)Yes (2)

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The Effectiveness of the GlueVaR Risk Measure on the Metals Market – the Application of Omega Performance Measure 

Krężołek, Dominik; Trzpiot, Grażyna (Wydawnictwo Uniwersytetu Łódzkiego, 2017)
Decision‑making process is an individual matter for each investor and the strategy they choose, reflects the level of accepted risk. Nevertheless, any investor wants to minimize huge losses while maximizing profits. As far ...
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Selected GARCH‑type Models in the Metals Market – Backtesting of Value‑at‑Risk 

Krężołek, Dominik (Wydawnictwo Uniwersytetu Łódzkiego, 2017)
 Risk analysis in the financial market requires the correct evaluation of volatility in terms of both prices and asset returns. Disturbances in quality of information, the economic and political situation and investment ...

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University of Lodz Repository

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