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  3. Gatarek, Lukasz T. [Author] ; Wojtowicz, Marcin [Other]

    The Relation between Sovereign Credit Default Swap Premium and Banking Sector Risk in Poland

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    [S.l.]: SSRN, [2016]

    Published in: National Bank of Poland Working Paper ; No. 222

  4. Gatarek, Lukasz T. [Author] ; Hoogerheide, Lennart F. [Other]; Hooning, Koen [Other]; van Dijk, H. K. [Other]

    Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation

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    [S.l.]: SSRN, [2014]

    Published in: Tinbergen Institute Discussion Paper 13-060/III

  6. Gatarek, Lukasz T. [Author] ; Johansen, Soren [Other]

    Optimal Hedging with the Vector Autoregressive Model

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    [S.l.]: SSRN, [2014]

    Published in: Tinbergen Institute Discussion Paper 14-022/III

  8. Gatarek, Lukasz T. [Author] ; Hoogerheide, Lennart F. [Other]; van Dijk, H. K. [Other]

    Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

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    [S.l.]: SSRN, [2014]

    Published in: Tinbergen Institute Discussion Paper 14-039/III

  9. De Gooijer, Jan G. [Author] ; Diks, Cees G. H. [Other]; Gatarek, Lukasz T. [Other]

    Information Flows around the Globe : Predicting Opening Gaps from Overnight Foreign Stock Price Patterns

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    [S.l.]: SSRN, [2009]

    Published in: Tinbergen Instituut Discussion Paper 09-107/4

  14. Ardia, David [Author]; Gatarek, Lukasz T. [Author]; Hoogerheide, Lennart [Author]; Dijk, Herman K. van [Author]

    Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices

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    2016

    Published in: Econometrics ; 4(2016), 1 vom: März, Seite 1-19