Login / Signup
Artur Machno
ORCID
Publication Activity (10 Years)
Years Active: 2016-2017
Publications (10 Years): 2
Top Topics
Markov Networks
Marginal Distributions
Black Scholes
Dependence Structure
Top Venues
Central Eur. J. Oper. Res.
</>
Publications
</>
Henryk Gurgul
,
Artur Machno
The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange.
Central Eur. J. Oper. Res.
25 (2) (2017)
Henryk Gurgul
,
Artur Machno
Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach.
Central Eur. J. Oper. Res.
24 (3) (2016)