Please use this identifier to cite or link to this item: https://hdl.handle.net/10593/13093
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dc.contributor.authorBuszkowska-Khemissi, Eliza-
dc.date.accessioned2015-06-03T07:49:48Z-
dc.date.available2015-06-03T07:49:48Z-
dc.date.issued2008-
dc.identifier.citationStudia i Prace vol 10 , 2008, pp. 383-393pl_PL
dc.identifier.issn1899-2382-
dc.identifier.urihttp://hdl.handle.net/10593/13093-
dc.description.abstractThe test of Superior Predictive Ability allows to test weather a partivular forecasting procedure is outperformed by alternative forecasing models. The SPA test is useful in investigating wether any alternative forecasting model is better then the benchmark. The purpose of this paper is to use SPA method to determine whether the volatility forecasts from some selected simple volatility models fitted to WIG20 are outperformed by those from more sophistcated ones. Morover, we check the impect of different factors on the results of the test.pl_PL
dc.language.isoplpl_PL
dc.publisherWydział Nauk Ekonomicznych i Zarządzaniapl_PL
dc.rightsinfo:eu-repo/semantics/openAccesspl_PL
dc.subjectSPApl_PL
dc.subjectGARCHpl_PL
dc.subjectWIG20pl_PL
dc.subjectPrognozypl_PL
dc.titlePorównanie zdolności prognostycznej modeli zmienności indeksu WIG20 za pomocą testu SPApl_PL
dc.typeArtykułpl_PL
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