Artur Machno

The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange

Henryk Gurgul, Artur Machno, 2017, Central Eur. J. Oper. Res..

The impact of asynchronous trading on Epps effect. Comparative study on Warsaw Stock Exchange and Vienna Stock Exchange

Henryk Gurgul, Artur Machno, 2016 .

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

Henryk Gurgul, Artur Machno, 2016, Central Eur. J. Oper. Res..