Dynamic Econometric Models. Tom 3, Zygmunt Zieliński.

autor: Zygmunt Zieliński

Nr katalogowy:	72368
Wydawca:	Uniwersytetu Mikołaja Kopernika, data wydania: 1998
Format:	200 stron, oprawa miękka, format 160x240
ISBN:	32311000X

Spis treści:

Daniel Papla, Krzysztof Jajuga - Chaos theory in financial time series analysis - some theoretical aspects and empirical results
Józef Stawicki, Emil A. Janiak, Iwona Müller-Frączek - Fractional differencing of times series - Hurst exponent, fractal dimension
Iwona Konarzewska - On problems of dynamic optimization of investments portfolio: empirical study
Mariola Piłatowska - Alternative trend removal methods and interpretation of econometric model
Kazimierz Krauze - Testing for cointegration in the linear dynamic bivariate process with structural breaks
Tadeusz Kufel - Identification of economic processes on the ground of daily data
Stefan Grzesiak, Piotr Konieczny - On interbank deposit price volatility forecasting with the aid of GARCH models
Magdalena Osińska, Maciej Witkowski - Linerity vs non-linearity testing with the application to Polish data
Joanna Górka - ARMA representation and state space representation of times series
Maciej Witkowski - The replacement of certain infinite sequences of random variables with finite sequences
Magdalena Osińska - Prior information in the identification of the data generating model
Elżbieta Szulc - On conformable econometric modelling of space-time series
Beata Bazeli - Dynamic models for aggregated and non-agreggated over time periods the stationary stochastic processes
Ewa Dziawgo - Dynamics of pricing processes for the European call option