Dynamic Econometric Models

Volume 6


Contents:
  • Czesław Domański
    Application of Runs of Signs Tests in the Statistical Process Control [pdf]
  • Krzysztof Jajuga
    Application of Copula Functions in a Modelling of Relations in Multivariate Financial Time Series [pdf]
  • Jacek Osiewalski, Mateusz Pipień
    Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable [pdf]
  • Antoni Smoluk
    The Stock Market, Elliott's Waves, Cones and Cylinders [pdf]
  • Jerzy Witold Wiśniewski
    The Dynamic Econometric Model in Studying of Employment Changes in a Small Enterprise [pdf]
  • Maria Szmuksta-Zawadzka, Jan Zawadzki
    On Herarchic Models for Decade Data with Seasonal Fluctuations [pdf]
  • Stefan Grzesiak
    Kalman Filters and Specification Errors of Hyper-Structure [pdf]
  • Tadeusz Kufel
    General-to-Specific Modelling vs. Congruent Modelling in PcGets [pdf]
  • Kazimierz Krauze
    Modelling the Złoty-Euro Exchange Rate [pdf]
  • Magdalena Osińska, Maciej Witkowski
    The TAR-GARCH Models with Application to Financial Time Series [pdf]
  • Mariola Piłatowska
    Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship [pdf]
  • Grażyna Trzpiot, Alicja Ganczarek
    Risk on the Polish Energy Market [pdf]
  • Liniana Talaga
    Predictors of Non-Stationary ARIMA Processes [pdf]
  • Jerzy Romański
    Some Aspects of Seasonality in Co-integration Analysis [pdf]
  • Ewa Marta Syczewska
    Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates [pdf]
  • Elżbieta Szulc
    The Structure of Interdependence in Dynamic Spatial Models Remarks on Modelling and Interpretation [pdf]
  • Joanna Bruzda
    Wavelet vs. Spectral Analysis of an Economic Process [pdf]
  • Ewa Dziawgo
    Approximation of Basket Call Option Price [pdf]
  • Piotr Fiszeder
    Dynamic Hedging Portfolios - Application of Bivariate GARCH Models [pdf]
  • Joanna Górka, Joanna Stempińska
    Heteroskedastic Cointegration [pdf]
  • Jacek Kwiatkowski, Magdalena Osińska
    Stochastic Unit Roots Processes - Identification and Application [pdf]
  • Witold Orzeszko
    How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors [pdf]
  • Anna Szmit
    The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon [pdf]

© Joanna Górka, 2009 -