Vol. 11 (2011)

View Vol. 11 (2011)
Table of contents
Vol. 11 (2011)
Sunday, Dec 11, 2011
This issue table of contents
Articles
Identification of the Structures of Spatial and Spatio- Temporal Processes and a Problem of Data Aggregation
Elżbieta Szulc
5-20
PDF
Information and Prediction Criteria in Selecting the Forecasting Model
Mariola Piłatowska
21-40
PDF
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model
Anna Pajor
41-54
PDF
Distribution Choice for the Asymmetric ACD Models
Katarzyna Bień-Barkowska
55-72
PDF
The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market
Małgorzata Doman, Ryszard Doman
73-86
PDF
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices
Piotr Fiszeder
87-98
PDF
The Impact of Macro News on Volatility of Stock Exchanges
Barbara Będowska-Sójka
99-110
PDF
Sovereign CDS Instruments in Central Europe – Linkages and Interdependence
Agata Kliber
111-128
PDF
On the Interpretation of Causality in Granger’s Sense
Magdalena Osińska
129-140
PDF
The Haar Wavelet Transfer Function Model and Its Applications
Joanna Bruzda
141-154
PDF
Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis
Sylwester Bejger, Joanna Bruzda
155-170
PDF
Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market
Paweł Kliber
171-184
PDF
ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market
Joanna Olbryś
185-202
PDF
Space-Time Modelling of the Unemployment Rate in Polish Poviats
Iwona Müller-Frączek, Michał Bernard Pietrzak
203-214
PDF