Artur Machno

The optimal portfolio in respect to Expected Shortfall: a comparative study

H. Gurgul, R. Syrek, Artur Machno, 2013 .

Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach

H. Gurgul, Artur Machno, 2015, Central European Journal of Operations Research.

Modeling of returns and trading volume by regime switching copulas

H. Gurgul, R. Mestel, Artur Machno, 2013 .

Effectiveness of ATM withdrawal forecasting methods under different market conditions

H. Gurgul, Marcin Suder, Artur Machno, 2024, Technological Forecasting and Social Change.

The optimal portfolio under VaR and ES

H. Gurgul, Artur Machno, 2014 .

Trade Pattern on Warsaw Stock Exchange and Prediction of Number of Trades

H. Gurgul, Artur Machno, 2017, Statistics in Transition new series.

Regime-Dependent Relationships among Stock Markets in Frankfurt, Vienna and Warsaw

H. Gurgul, Artur Machno, 2015 .