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Home > Academics > Divisions > Social Sciences > Risk Management > Faculty Directory
Risk Management

Office Location: Powdermaker Hall 306-E
Telephone: 718-997-5450 
Fax: 718-997-5466
Email: magdalena.sokalska@qc.cuny.edu

Schools Attended:

Ph.D.,Cambridge University

Journal Articles:

�Modelowanie zmiennosci st�p zwrotu danych finansowych o wysokiej czestotliwosci", (tranl. "Modeling intraday financial data") in �Dynamiczne Modele Ekonometryczne', Wydawnictwo UMK, Torun, pp. 137-142, 2005.

�Metody badania wsp�lnej zmiennosci cen � podejscie strukturalnych szereg�w czasowych" (transl. "Common volatility modeling � a structural time series approach"), Roczniki Kolegium Analiz Ekonomicznych, Warszawa, No. 13, pp. 173-184, 2004.

"Common volatility in emerging market equity returns", Zeszyty Naukowe Uniwersytetu Szczecinskiego, No. 389, pp. 61-71, 2004.

"Common Fluctuations in Equity Returns in Central and Eastern Europe", in Macromodels'2001, ed. Wladyslaw Welfe, pp. 333-356, Absolwent, Lodz 2002.

"Dynamika cen akcji na malych rynkach kapitalowych w Europie Srodkowo-Wschodniej", (trans. "Equity Price Dynamics in Thin Emerging Markets of Central and Eastern Europe") in ed. Aleksander Welfe "Metody ilosciowe w naukach ekonomicznych", pp. 211-232, Oficyna Wydawnicza SGH, Warszawa 2001.

"Efektywne rynki walutowe"("Efficient Foreign Currency Markets"), Ekonomista, 1995, No. 3, pp. 519-549.

Submitted Work:


"Forecasting Intraday Volatility in the US Equity Market. Multiplicative Component GARCH" together with Robert F. Engle and Ananda Chanda.

"What Drives Equity Returns in Central and Eastern Europe"

Courses I Teach / Have taught:

ECON 249
BUS 386

Magdalena Sokalska, PhD

   
 

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