DYNAMIC ECONOMETRIC MODELS 4 ZIELIŃSKI Z. EDITOR Księgarnia

Contents

Antoni Smoluk - "On the scale of stochastic dependencies";
Krzysztof Jajuga - "Dynamic models in the analysis of financial instruments";
Maria Szmuksta-Zawadzka, Jan Zawadzki - "On hierarchic models of time series with seasonal fluctuations";
Stefan Grzesiak, Jacek Maliszewski - "Dynamic forecasting of covariance matrix of returns";
Dorota Witkowska, Anna Górecka, Dorota Szadkowska, Zbigniew Szymczak - "The forecasts of the demand for electric energy: comparative analysis";
Józef Stawicki - "The stability of stochastic dominance for finance processes";
Lilianna Talaga - "Effectiveness of the ARIMA and exponential smoothing model forecasts for deposits and credits";
Tadeusz Kufel, Marcin Zawada - "Modelling periodicity for processes with high frequency of observations";
Tadeusz Kufel - "Transformation of economic processes and its effects on their characteristics";
Ewa Kusideł - "Application of structural VAR models and impulse response function";
Magdalena Kosińska - "Stability and relativity of expectations' formation rules for inflation in Poland";
Mariola Pilatowska - "Testing fractional integration in foreign exchange rates";
Elżbieta Szulc - "Modelling the space-time structure of the economic processes on the example of unemployment";
Joanna Bruzd - "A Time lags in dynamic conformable modes. Simulation analysis";
Ewa Dziawgo - "Martingale processes in pricing for European call option";
Joanna Górka - "Predictive properties of the autoregressive and state space models - a comparison";
Piotr Fiszeder - "Econometric analysis of the world stock indices and exchange rates and their influence on the Warsaw Stock Exchange (WSE)";
Jacek Kwiatkowski - "Bayesian analysis of long memory and persistence using ARFIMA models with an application to Polish stock market";
Maciej Witkowski - "The estimation of SETAR models with application to the business cycles analysis. A case of Poland".

218 pages, Paperback

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.