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Joanna Górka

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This is information that was supplied by Joanna Górka in registering through RePEc. If you are Joanna Górka , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Joanna
Middle Name:
Last Name: Górka
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RePEc Short-ID: pgo445

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Affiliation

Wydział Nauk Ekonomicznych i Zarządzania
Uniwersytet Mikolaja Kopernika w Toruniu
Location: Toruń, Poland
Homepage: http://www.econ.uni.torun.pl/
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Phone: +48 (56) 621-46-08
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Postal: ul. Gagarina 13a , 87-100 Toruń
Handle: RePEc:edi:wntorpl (more details at EDIRC)

Works

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Articles

  1. Joanna Górka, 2012. "The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 12, pages 105-110.
  2. Joanna Górka, 2010. "The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 10, pages 61-80.
  3. Joanna Górka, 2009. "Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 9, pages 39-50.
  4. Joanna Gorka, 2009. "Forecast properties of family rca models," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 40, pages 75-86.
  5. Joanna Górka, 2008. "Description of the Kurtosis of Distributions by Selected Models with Sign Function," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 8, pages 119-128.
  6. Magdalena Osinska & Joanna Górka, 2006. "Identification of Non-linearity in Economic Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 7, pages 83-92.
  7. Joanna Górka & Joanna Stempinska, 2004. "Heteroskedastic Cointegration," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, Uniwersytet Mikolaja Kopernika, vol. 6, pages 213-220.

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