Vol. 10 (2010)

View Vol. 10 (2010)
Table of contents
Vol. 10 (2010)
Saturday, Jul 17, 2010
This issue table of contents
Articles
Liquidity and Market Microstructure Noise: Evidence from the Pekao Data
Małgorzata Doman
5-14
PDF
European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis
Joanna Bruzda
15-30
PDF
Modeling the Dependence Structure of the WIG20 Portfolio Using a Pair-copula Construction
Ryszard Doman
31-42
PDF
Dynamics of Multivariate Return Series of U.S. Automotive Stock Companies in Conditions of Crisis
Blanka Łęt
43-50
PDF
Forecasting Financial Processes by Using Diffusion Models
Piotr Płuciennik
51-60
PDF
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures
Joanna Górka
61-81
PDF
The Term Structure of the Polish Interbank Rates. A Note on the Symmetry of their Reversion to the Mean
Paweł Miłobędzki
83-95
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient
Witold Orzeszko
97-106
PDF
Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error
Mariola Piłatowska
107-119
PDF
Unobserved Component Model for Forecasting Polish Inflation
Jacek Kwiatkowski
121-129
PDF
The Importance of Calculating the Potential Gross Domestic Product in the Context of the Taylor Rule
Anna Michałek
132-143
PDF