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

Optimal Hedging with the Cointegrated Vector Autoregressive Model

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[S.l.]: SSRN, [2014]
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
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
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
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
Ardia, David [Author]; Gatarek, Lukasz T. [Author]; Hoogerheide, Lennart [Author]; van Dijk, Herman K. [Author]

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

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Basel: MDPI, 2016
de Gooijer, Jan G. [Author]; Diks, Cees G.H. [Author]; Gatarek, Lukasz T. [Author]

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

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Amsterdam and Rotterdam: Tinbergen Institute, 2009
Gatarek, Lukasz T.; Welfe, Aleksander

Forecasting nonstationary time series

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Wiley, 2023

Published in: Journal of Forecasting, 42 (2023) 7, Seite 1930-1949
Gatarek, Lukasz T.; Johansen, Soren

Optimal Hedging with the Cointegrated Vector Autoregressive Model

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Elsevier BV, 2014

Published in: SSRN Electronic Journal (2014)
Gatarek, Lukasz T.; Johansen, Soren

Optimal Hedging with the Vector Autoregressive Model

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Elsevier BV, 2014

Published in: SSRN Electronic Journal (2014)
Gatarek, Lukasz T.; Wojtowicz, Marcin

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

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Elsevier BV, 2015

Published in: SSRN Electronic Journal (2015)
Gatarek, Lukasz T.; Hoogerheide, Lennart F.; van Dijk, H. K.

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

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Elsevier BV, 2014

Published in: SSRN Electronic Journal (2014)
Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; Van Dijk, Herman K.

Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14

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MDPI AG, 2020

Published in: Econometrics, 8 (2020) 1, Seite 4
Gatarek, Lukasz T.; Hoogerheide, Lennart F.; Hooning, Koen; van Dijk, H. K.

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

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Elsevier BV, 2013

Published in: SSRN Electronic Journal (2013)
De Gooijer, Jan G.; Diks, Cees G. H.; Gatarek, Lukasz T.

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

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Elsevier BV, 2009

Published in: SSRN Electronic Journal (2009)

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