Henryk Gurgul

Publication Activity (10 Years)

Years Active: 1996-2023
Publications (10 Years): 10

Top Topics

Financial Markets

Conditional Distributions

Top Venues

Central Eur. J. Oper. Res.

Oper. Res. Decis.

Publications

Henryk Gurgul, Robert Syrek
Contagion between selected European indexes during the Covid-19 pandemic. Oper. Res. Decis. 33 (1) (2023)
Marcin Suder, Tomasz Wójtowicz, Rafal Kusa, Henryk Gurgul
Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi. Central Eur. J. Oper. Res. 31 (2) (2023)
Jaroslaw Duda, Henryk Gurgul, Robert Syrek
Multi-feature evaluation of financial contagion. Central Eur. J. Oper. Res. 30 (4) (2022)
Krzysztof Brania, Henryk Gurgul
Contagion effects on capital and forex markets around GFC and COVID-19 crises: A comparative study. Oper. Res. Decis. 31 (2) (2021)
Henryk Gurgul, Milena Suliga
Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange. Central Eur. J. Oper. Res. 28 (3) (2020)
Jaroslaw Duda, Robert Syrek, Henryk Gurgul
Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction. CoRR (2019)
Henryk Gurgul, Lukasz Lach
Regional patterns in technological progress of Poland: the role of EU structural funds. Central Eur. J. Oper. Res. 27 (4) (2019)
Henryk Gurgul, Lukasz Lach
On approximating the accelerator part in dynamic input-output models. Central Eur. J. Oper. Res. 27 (1) (2019)
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)
Henryk Gurgul, Tomasz Wójtowicz
The impact of US macroeconomic news on the Polish stock market. Central Eur. J. Oper. Res. 22 (4) (2014)
Henryk Gurgul, Lukasz Lach, Roland Mestel
The relationship between budgetary expenditure and economic growth in Poland. Central Eur. J. Oper. Res. 20 (1) (2012)
Henryk Gurgul, Pawel Majdosz
The informational content of insider trading disclosures: empirical results for the Polish stock market. Central Eur. J. Oper. Res. 15 (1) (2007)
Roland Mestel, Henryk Gurgul, Pawel Majdosz
On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market. OR (2004)
Roland Mestel, Henryk Gurgul, Christoph Schleicher
Capital Market Efficiency - An Empirical Analysis of the Dividend Announcement Effect for the Austrian Stock Market. OR (2002)
Adam Cmiel, Henryk Gurgul
Dynamic input-output models with stochastic time lags. Int. J. Syst. Sci. 27 (9) (1996)