Search

Search Results

• Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error

  Mariola Piłatowska

  107-119

  2010-07-17
• The Application of Hidden Markov Models to the Analysis of Real Convergence

  Michal Bernardelli, Mariusz Próchniak, Bartosz Witkowski

  59-80

  2017-12-22
• The Haar Wavelet Transfer Function Model and Its Applications

  Joanna Bruzda

  141-154

  2011-12-10
• Modelling and Forecasting Business Cycle in CEE Countries using a Threshold Approach

  Magdalena Osińska, Tadeusz Kufel, Marcin Błażejowski, Paweł Kufel

  145-164

  2016-12-29
• Space-Time Modelling of the Unemployment Rate in Polish Poviats

  Iwona Müller-Frączek, Michał Bernard Pietrzak

  203-214

  2011-12-10
• Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3 Markets: EGARCH Based Approach

  Joanna Olbryś

  33-50

  2013-12-12
• Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy

  Anna Czapkiewicz, Artur Machno

  145-162

  2013-12-12
• Density Forecasts Based on Disaggregate Data: Nowcasting Polish Inflation

  Błażej Mazur

  71−87

  2015-12-28
• Distribution Choice for the Asymmetric ACD Models

  Katarzyna Bień-Barkowska

  55-72

  2011-12-10
• Quantile Forecasting in Operational Planning and Inventory Management – an Initial Empirical Verification

  Joanna Bruzda

  5-20

  2016-12-28
• Identification of the Structures of Spatial and Spatio- Temporal Processes and a Problem of Data Aggregation

  Elżbieta Szulc

  5-20

  2011-12-10
• Performance of Pension Funds and Stable Growth Open Investment Funds During the Changes in the Polish Retirement System

  Krzysztof Kompa, Dorota Witkowska

  117-131

  2016-12-29
• The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes

  Joanna Górka

  105-110

  2012-12-09
• How the Change of Governing Party Influences the Efficiency of Financial Market in Poland

  Dorota Witkowska, Krzysztof Kompa

  147-159

  2017-12-28
• Econometric Tools for Detection of Collusion Equilibrium in the Industry

  Sylwester Bejger

  27-38

  2009-07-18
• ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market

  Joanna Olbryś

  185-202

  2011-12-10
• Forecasting Financial Processes by Using Diffusion Models

  Piotr Płuciennik

  51-60

  2010-07-17
• Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis

  Sylwester Bejger, Joanna Bruzda

  155-170

  2011-12-10
• The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market

  Małgorzata Doman, Ryszard Doman

  73-86

  2011-12-10
• Asymmetries in the Relationship between Economic Activity and Oil Prices in the Selected EU Countries

  Andrzej Geise, Mariola Piłatowska

  65-86

  2016-12-29
• Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion Into the EU ETS

  Aneta Włodarczyk

  129-145

  2017-12-29
• Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets

  Marcin Fałdziński, Magdalena Osińska

  21-35

  2016-12-28
• Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market

  Aneta Włodarczyk, Iwona Otola

  87-116

  2016-12-29
• Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models

  Anna Pajor

  81-90

  2009-07-18
• Determinants of Foreign Direct Investment in Developed and Emerging Markets

  Jerzy Różański, Paweł Sekuła

  49-64

  2016-12-28