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Volume 7
Contents:
- Krzysztof Jajuga
Interest Rate Modeling and Tools of Financial Econometrics [pdf]
- Władysław Milo, M. Malaczewski
Stability of Equilibrium Point in the Case of Solow's Model [pdf]
- Jacek Osiewalski, Anna Pajor, Mateusz Pipień
Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) [pdf]
- Maria Szmuksta-Zawadzka, Jan Zawadzki
Forecasting on the Basis of 'Parsimonious' Hierarchical Models [pdf]
- Małgorzata Doman
Estimating the Volatility of the Stock Index WIG20 with Weak-GARCH and Diffusion GARCH Models [pdf]
- Ryszard Doman
Measuring Conditional Dependence of Polish Financial Returns [pdf]
- Krystyna Strzała
Current Account Solvency and the Feldstein-Horioka Puzzle [pdf]
- Magdalena Osińska, Joanna Górka
Identification of Non-linearity in Economic Time Series [pdf]
- Mariola Piłatowska
The Effects of the Incorrect Identification of Non-stationarity of Economic Processes for Prediction Mean Square Error [pdf]
- Marcin Błażejowski
Econometric Model of 'Promotion Bubble': identification, analysis and application [pdf]
- Joanna Bruzda
Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis [pdf]
- Ewa Dziawgo
Sensitivity Model Analysis of the Floating-strike Lookback Call Option Pricing [pdf]
- Piotr Fiszeder
Modelling Financial Processes with Long Memory in Mean and Variance [pdf]
- Piotr Fiszeder
Conformable Models for GARCH Processes [pdf]
- Jacek Kwiatkowski
A Bayesian Estimation and Testing of STUR Models with Application to Polish Financial Time Series [pdf]
- Joanna M. Landmesser
Application of Hazard Models to Estimation of Unemployment Duration in Germany and Poland [pdf]
- Anna Pajor
Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland [pdf]
- Mateusz Pipień
The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate [pdf]
- Witold Orzeszko
Properties of STUR Processes in the Framework of Chaos Theory [pdf]
- Elżbieta Szulc
Specification of the Dynamic Model with the Spatial Structure of Connections [pdf]
- Ewa M. Syczewska
The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates [pdf]
- Tomasz Stryjewski
Simulative Analysis of a Company of the Basis of a Dynamic Econometric Model [pdf]
- Marek Szajt
Modeling of State Innovativeness Based on Space-time Models [pdf]
- Aneta Włodarczyk, Marcin Zawada
Markov Switching Model as an Example of Non-stationarity Exchange Rate Model [pdf]
- Mirosław Wójciak, Aleksandra Wójcicka
Comparative Analysis of Credit Risk Change Dynamics [pdf]
- Monika Kośko
An Application of Markov-switching Model to stock Returns Analysis [pdf]
- Błażej Mazur
Imposing Economic Restrictions in a VECM-form Demand System [pdf]
- Elżbieta Wiśniewska
Econometric Analysis of the Influence of Monetary Policy Instruments on the Nominal Sector of the Economy [pdf]
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