id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-14954	Ganczarek-Gamrot, Alicja; Stawicki, Józef	Comparison of Certain Dynamic Estimation Methods of Value at Risk on Polish Gas Market	2017	16	.pdf	application/pdf	4590	180	60	Ching, W., Ng, M. K. (2006), Markov chains Models, Algorithms and Applications, Springer Science+Business Media. At present, in empirical financial studies of time series, which in most cases behave as non-stationary stochas- tic processes, VaR estimation uses dynamic methods based on GARCH models of conditional variance (Piontek, 2002; Doman, Doman. 2009; Fiszeder, 2009; Trzpiot, 2010; Pajor, 2010; Ganczarek-Gamrot, 2006).	cache/dem-14954.pdf	txt/dem-14954.txt
