Joanna Górka
Names
| first: | Joanna |
| last: | Górka |
Identifer
| RePEc Short-ID: | pgo445 |
Contact
Affiliations
-
Uniwersytet Mikolaja Kopernika w Toruniu
/ Wydział Nauk Ekonomicznych i Zarządzania
- EDIRC entry
- location:
Research profile
author of:
- Forecast properties of family rca models (RePEc:cpn:umkanc:2009:p:75-86)
by Joanna Gorka - The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures (RePEc:cpn:umkdem:v:10:y:2010:p:61-81)
by Joanna Górka - The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes (RePEc:cpn:umkdem:v:12:y:2012:p:105-110)
by Joanna Górka - Option Pricing under Sign RCA-GARCH Models (RePEc:cpn:umkdem:v:14:y:2014:p:145-160)
by Joanna Górka - Heteroskedastic Cointegration (RePEc:cpn:umkdem:v:6:y:2004:p:213-220)
by Joanna Górka & Joanna Stempinska - Identification of Non-linearity in Economic Time Series (RePEc:cpn:umkdem:v:7:y:2006:p:83-92)
by Magdalena Osinska & Joanna Górka - Description of the Kurtosis of Distributions by Selected Models with Sign Function (RePEc:cpn:umkdem:v:8:y:2008:p:119-128)
by Joanna Górka - Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures (RePEc:cpn:umkdem:v:9:y:2009:p:39-50)
by Joanna Górka - Uncertainty and cryptocurrency returns: A lesson from turbulent times (RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x)
by Będowska-Sójka, Barbara & Górka, Joanna & Hemmings, Danial & Zaremba, Adam - The lithium and oil markets – dependencies and volatility spillovers (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003452)
by Będowska-Sójka, Barbara & Górka, Joanna - A Model on the Decision to Conduct Independent Verification of CSR Data: The Case of Poland (RePEc:ers:journl:v:xxiv:y:2021:i:2-part2:p:189-212)
by Jolanta Wisniewska & Joanna Gorka - A Model on the Decision to Conduct Independent Verification of CSR Data: The Case of Poland (RePEc:ers:journl:v:xxiv:y:2021:i:2b:p:189-212)
by Jolanta Wisniewska & Joanna Gorka - Employees’ Trust in Artificial Intelligence in Companies: The Case of Energy and Chemical Industries in Poland (RePEc:gam:jeners:v:14:y:2021:i:7:p:1942-:d:528443)
by Justyna Łapińska & Iwona Escher & Joanna Górka & Agata Sudolska & Paweł Brzustewicz - Dependence Analysis for the Energy Sector Based on Energy ETFs (RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966)
by Katarzyna Kuziak & Joanna Górka - Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach (RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737)
by Joanna Górka & Katarzyna Kuziak - Volatility Modeling and Dependence Structure of ESG and Conventional Investments (RePEc:gam:jrisks:v:10:y:2022:i:1:p:20-:d:722972)
by Joanna Górka & Katarzyna Kuziak - Capabilities of Corporate Volunteering in Strengthening Social Capital (RePEc:gam:jsusta:v:12:y:2020:i:18:p:7482-:d:412148)
by Aldona Glińska-Neweś & Joanna Górka - Financial Services Companies’ Abilities to Collaborative Technology Absorption Versus Their Innovativeness (RePEc:spr:prbchp:978-3-030-30549-9_12)
by Waldemar Glabiszewski & Agata Sudolska & Joanna Górka & Angelika Pańka