Dynamic Econometric Models. Tom 6, Zygmunt Zieliński.

autor: Zygmunt Zieliński

Nr katalogowy:	72416
Wydawca:	Uniwersytetu Mikołaja Kopernika, data wydania: 2004
Format:	248 stron, oprawa miękka, format 160x240
ISBN:	234386206

Contents:

Czesław Domański: Application of Runs of Signs Tests in the Statistical Process Control Krzysztof Jajuga: Application of Copula Functions in a Modelling of Relations in Multivariate Financial Time Series Jacek Osiewalski, Mateusz Pipień: Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable Antoni Smoluk: The Stock Market, Elliott's Waves, Cones and Cylinders Jerzy Witold Wiśniewski: The Dynamic Econometric Model in the Studying of Employment Changes in a Small Enterprise Maria Szmuksta-Zawadzka, Jan Zawadzki: On Hierarchic Models for Decade Data with Seasonal Fluctuations Stefan Grzesiak: Kalman Filters and Specification Errors of Hyper-Structure Tadeusz Kufel: General-to-Specific Modelling vs. Congruent Modelling in PcGets Kazimierz Krauze: Modelling the Zloty-Euro Exchange Rate Magdalena Osińska, Maciej Witkowski: The TAR-GARCH Models with Application to Financial Time Series Mariola Piłatowska: Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship Grażyna Trzpiot, Alicja Ganczarek: Risk on the Polish Energy Market Liliana Talaga: Predictors of Non-Stationary ARIMA Processes Jerzy Romański: Some Aspects of Seasonality in Co-integration Analysis Ewa Marta Syczewska: Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates Elżbieta Szulc: The Structure of Interdependence in Dynamic Spatial Models. Remarks on Modelling and Interpretation Joanna Bruzda: Wavelet vs. Spectral Analysis of an Economic Process Ewa Dziawgo: Approximation of Basket Call Option Price Piotr Fiszeder: Dynamic Hedging Portfolios - Application of Bivariate GARCH Models Joanna Górka, Joanna Stempińska: Heteroskedastic Cointegration Jacek Kwiatkowski, Magdalena Osińska: Stochastic Unit Roots Processes - Identification and Application Witold Orzeszko: How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors Anna Szmit: The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon