DYNAMIC ECONOMETRIC MODELS 7 ZIELIŃSKI Z. EDITOR Księgarnia

Contents

Krzysztof Jajuga: Interest Rate Modeling and Tools of Financial Econometrics;

Władysław Milo, M. Malaczewski: Stability of Equilibrium Point in the Case of Solow's Model;

Jacek Osiewalski, Anna Pajor, Mateusz Pipień: Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001);

Maria Szumksta-Zawadzka, Jan Zawadzki: Forecasting on the Basis of 'Parsimonious' Hierarchical Models; Małgorzata Doman: Estimating the Volatility of the Stock Index WIG20 with Weak-GARCH and Diffusion GARCH Models;

Ryszard Doman: Measuring Conditional Dependence of Polish Financial Returns;

Krystyna Strzała: Current Account Solvency and the Peldstein-Horioka Puzzle;

Magdalena Osińska, Joanna Górka: Identification of Non-linearity in Economic Time Series;

Mariola Piłatowska: The Effects of the Incorrect Identification of Non-stationarity of Economic Processes for Prediction Mean Square Error;

Marcin Błażejowski: Econometric Model of 'Promotion Bubble': identification, analysis and application;

Joanna Bruzda: Empirical Verification of Money Demand Models: Non-linear Cointegration Analysis;

Ewa Dziawgo: Sensitivity Model Analysis of the Floating-strike Lookback Call Option Pricing;

Piotr Fiszeder: Modelling Financial Processes with Long Memory in Mean and Variance;

Piotr Fiszeder: Consequences of Congruence for GARCH Modelling; Jacek Kwiatkowski: A Bayesian Estimation and Testing of STUR Models with Application to Polish Financial Time Series;

Joanna Landmesser: Application of Hazard Models to Estimation of Unemployment Duration in Germany and Poland;

Anna Pajor: Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland;

Mateusz Pipień: The Predictive Value at Risk and Capital Requirements for Market Risk. The case ofPLN/USD Exchange Rate;

Witold Orzeszko: Properties of STUR Processes in the Framework of Chaos Theory;

Elżbieta Szulc: Specification of the Dynamic Model with the Spatial Structure of Connections;

Ewa M. Syczewska: The Phillips Method of Fractional Integration Parameter Estimation and Aggregation of PLN Exchange Rates;

Tomasz Stryjewski: Simulative Analysis of a Company of the Basis of a Dynamic Econometric Model;

Marek Szajt: Modeling of State mnovativeness Based on Space-time Models;

Aneta Włodarczyk, Marcin Zawada: Markov Switching Model as an Example of Non-stationarity Exchange Rate Model;

Mirosław Wójciak, Aleksandra Wójcicka: Comparative Analysis of Credit Risk Change Dynamics;

Monika Kosko: An Application of Markov-switching Model to stock Returns Analysis;

Błażej Mazur: Imposing Economic Restrictions in a VECM-form Demand System;

Elżbieta Wiśniewska: Econometric Analysis of the Influence of Monetary Policy Instruments on the Nominal Sector of the Economy

280 pages, Paperback

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