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Volume 5
Contents:
- Krzysztof Jajuga
The General Model of the Financial Prices Dynamics
- Maria Szmuksta-Zawadzka, Jan Zawadzki
Forecasting Based on Hierarchic Models of Time Series with Changing Seasonality
- Jacek Osiewalski, Mateusz Pipień
Multivariate ARCH-Type Models: A Bayesian Comparison
- Jan Purczyński, Liliana Talaga
Numerical Realization of Spectral Windows
- Dorota Witkowska, Anna Szmit
Short-Term Forecasts of Demand for Electric Energy in the Lodz Region: Comparison of Models
- Bogdan Suchecki, Artur Gajdos
Simulation Analysis of the Sectoral Labour Market Model
- Magdalena Osińska
Conformable Econometric Models with Economic Expectations
- Tadeusz Kufel
"Nonsense Correlations between Time Series" - History of Simulation Studies for Integrated Processes
- Kazimierz Krauze
Testing for Cointegration in the Presence of Regime Shifts and Other Structural Breaks in the Conditional Equation
- Mariola Piłatowska
The Usefulness of Unit Root Tests in Selecting a Forecast Model
- Elżbieta Szulc
Identification of Directions of Dependence in Economic Processes. Some Exemplifying Model Solutions
- Waldemar Razik, Jerzy Romański
Interdependence of Leading Western and East-European Stock Markets Indices - Cointegration Analysis
- Sylwester Berjger, Joanna Bruzda
Identification of Market Power Using Test for Asymmetric Pricing - an Example of Polish Petrochemical Industry
- Joanna Bruzda
On the Use of Lagged Cointegrating Relationships in Forecasting Business Activity
- Joanna Bruzda
Identification of Causality Lags on the Basis of Generalised Cross-Correlation Coefficients - Simulation Analysis and Empirical Examples
- Joanna Górka, Magdalena Osińska
Effects of Time Aggregation in Stock Prices – Spectral Analysis
- Ewa Dziawgo
The Approximation of the Black-Scholes Model with Binomial Models
- Piotr Fiszeder
Univariate GARCH Models - Modelling Returns of Stocks and Indices Quoted on the WSE
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