DYNAMIC ECONOMETRIC MODELS 5 ZIELIŃSKI Z. EDITOR Księgarnia

Contents

KRZYSZTOF JAJUGA: The General Model of the Financial Prices Dynamics
MARIA SZMUKSTA-ZAWADZKA, JAN ZAWADZKI: Forecasting Based on Hierarchic Models of Time Series with Changing Seasonality
JACEK OSIEWALSKI, MATEUSZ PIPIEŃ: Multivariate ARCH-Type Models: A Bayesian Comparison
JAN PURCZYŃSKI, LILIANA TALAGA: Numerical Realization of Spectral Windows
DOROTA WITKOWSKA, ANNA SZMIT: Short-Term Forecasts of Demand for Electric Energy in the Lodz Region: Comparison of Models
BOGDAN SUCHECKI, ARTUR GAJDOS: Simulation Analysis of the Sectoral Labour Market Model
MAGDALENA OSIŃSKA: Conformable Econometric Models with Economic Expectations
TADEUSZ KUFEL: "Nonsense Correlations between Time Series" - History of Simulation Studies for Integrated Processes
KAZIMIERZ KRAUZE: Testing for Cointegration in the Presence of Regime Shifts and Other Structural Breaks in the Conditional Equation
MARIOLA PIŁATOWSKA: The Usefulness of Unit Root Tests in Selecting a Forecast Model
ELŻBIETA SZULC: Identification of Directions of Dependence in Economic Processes. Some Exemplifying Model Solutions
WALDEMAR RAZIK, JERZY ROMAŃSKI: Interdependence of Leading Western and East-European Stock Markets Indices - Cointegration Analysis
SYLWESTER BERJGER, JOANNA BRUZDA: Identification of Market Power Using Test for Asymmetric Pricing - an Example of Polish Petrochemical Industry
JOANNA BRUZDA: On the Use of Lagged Cointegrating Relationships in Forecasting Business Activity
JOANNA BRUZDA: Identification of Causality Lags on the Basis of Generalised Cross-Correlation Coefficients - Simulation Analysis and Empirical Examples
JOANNA GÓRKA, MAGDALENA OSIŃSKA: Effects of Time Aggregation in Stock Prices - Spectral Analysis
EWA DZIAWGO: The Approximation of the Black-Scholes Model with Binomial Models
PIOTR FISZEDER: Univariate GARCH Models - Modelling Returns of Stocks and Indices Quoted on the WSE

212 pages, Paperback

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czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.