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Volume 11/2011
Contents:
- Elżbieta Szulc
Identification of the Structures of Spatial and Spatio-Temporal Processes and a Problem of Data Aggregation [pdf]
- Mariola Piłatowska
Information and Prediction Criteria in Selecting the Forecasting Model [pdf]
- Anna Pajor
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model [pdf]
- Katarzyna Bień-Barkowska
Distribution Choice for the Asymmetric ACD Models [pdf]
- Małgorzata Doman, Ryszard Doman
The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market [pdf]
- Piotr Fiszeder
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices [pdf]
- Barbara Będowska-Sójka
The Impact of Macro News on Volatility of Stock Exchanges [pdf]
- Agata Kliber
Sovereign CDS Instruments in Central Europe – Linkages and Interdependence [pdf]
- Magdalena Osińska
On the Interpretation of Causality in Granger’s Sense [pdf]
- Joanna Bruzda
The Haar Wavelet Transfer Function Model and Its Applications [pdf]
- Sylwester Bejger, Joanna Bruzda
Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis [pdf]
- Paweł Kliber
Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market [pdf]
- Joanna Olbryś
ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market [pdf]
- Iwona Müller-Frączek, Michał Bernard Pietrzak
Space-Time Modelling of the Unemployment Rate in Polish Poviats [pdf]
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