Vol. 11 (2011)

Articles

• Identification of the Structures of Spatial and Spatio- Temporal Processes and a Problem of Data Aggregation

  Elżbieta Szulc

  5-20

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• Information and Prediction Criteria in Selecting the Forecasting Model

  Mariola Piłatowska

  21-40

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• Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model

  Anna Pajor

  41-54

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• Distribution Choice for the Asymmetric ACD Models

  Katarzyna Bień-Barkowska

  55-72

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• The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market

  Małgorzata Doman, Ryszard Doman

  73-86

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• Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices

  Piotr Fiszeder

  87-98

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• The Impact of Macro News on Volatility of Stock Exchanges

  Barbara Będowska-Sójka

  99-110

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• Sovereign CDS Instruments in Central Europe – Linkages and Interdependence

  Agata Kliber

  111-128

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• On the Interpretation of Causality in Granger’s Sense

  Magdalena Osińska

  129-140

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• The Haar Wavelet Transfer Function Model and Its Applications

  Joanna Bruzda

  141-154

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• Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis

  Sylwester Bejger, Joanna Bruzda

  155-170

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• Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market

  Paweł Kliber

  171-184

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• ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market

  Joanna Olbryś

  185-202

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• Space-Time Modelling of the Unemployment Rate in Polish Poviats

  Iwona Müller-Frączek, Michał Bernard Pietrzak

  203-214

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