Showing 1 - 9 results of 9 for search 'Robert Syrek', query time: 0.02s Refine Results
  1. 1
    Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective

    Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective by Henryk Gurgul, Robert Syrek

    Published 2017-09-01
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  2. 2
    The logarithmic ACD model: The microstructure of the German and Polish stock markets1

    The logarithmic ACD model: The microstructure of the German and Polish stock markets1 by Henryk Gurgul, Robert Syrek

    Published 2016-06-01
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  3. 3
    The structure of contemporaneous price-volume relationships in financial markets

    The structure of contemporaneous price-volume relationships in financial markets by Henryk Gurgul, Robert Syrek

    Published 2014-03-01
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  4. 4
    The dependencies of subindexes of Stoxx 600 during the Covid-19 pandemic

    The dependencies of subindexes of Stoxx 600 during the Covid-19 pandemic by Henryk Gurgul, Robert Syrek

    Published 2022-07-01
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  5. 5
    The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange

    The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange by Henryk Gurgul, Robert Syrek

    Published 2015-02-01
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  6. 6
    MIDAS models in banking sector – systemic risk comparison

    MIDAS models in banking sector – systemic risk comparison by Henryk Gurgul, Roland Mestel, Robert Syrek

    Published 2018-03-01
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  7. 7
    Price duration versus trading volume in high-frequency data for selected DAX companies

    Price duration versus trading volume in high-frequency data for selected DAX companies by Christoph Mitterer, Henryk Gurgul, Robert Syrek

    Published 2016-12-01
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  8. 8
    The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas

    The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas by Henryk Gurgul, Roland Mestel, Robert Syrek

    Published 2013-04-01
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  9. 9
    The optimal portfolio in respect to Expected Shortfall: a comparative study

    The optimal portfolio in respect to Expected Shortfall: a comparative study by Henryk Gurgul, Artur Machno, Robert Syrek

    Published 2014-03-01
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