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Volume 6
Contents:
- Czesław Domański
Application of Runs of Signs Tests in the Statistical Process Control [pdf]
- Krzysztof Jajuga
Application of Copula Functions in a Modelling of Relations in Multivariate Financial Time Series [pdf]
- Jacek Osiewalski, Mateusz Pipień
Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable [pdf]
- Antoni Smoluk
The Stock Market, Elliott's Waves, Cones and Cylinders [pdf]
- Jerzy Witold Wiśniewski
The Dynamic Econometric Model in Studying of Employment Changes in a Small Enterprise [pdf]
- Maria Szmuksta-Zawadzka, Jan Zawadzki
On Herarchic Models for Decade Data with Seasonal Fluctuations [pdf]
- Stefan Grzesiak
Kalman Filters and Specification Errors of Hyper-Structure [pdf]
- Tadeusz Kufel
General-to-Specific Modelling vs. Congruent Modelling in PcGets [pdf]
- Kazimierz Krauze
Modelling the Złoty-Euro Exchange Rate [pdf]
- Magdalena Osińska, Maciej Witkowski
The TAR-GARCH Models with Application to Financial Time Series [pdf]
- Mariola Piłatowska
Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship [pdf]
- Grażyna Trzpiot, Alicja Ganczarek
Risk on the Polish Energy Market [pdf]
- Liniana Talaga
Predictors of Non-Stationary ARIMA Processes [pdf]
- Jerzy Romański
Some Aspects of Seasonality in Co-integration Analysis [pdf]
- Ewa Marta Syczewska
Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates [pdf]
- Elżbieta Szulc
The Structure of Interdependence in Dynamic Spatial Models Remarks on Modelling and Interpretation [pdf]
- Joanna Bruzda
Wavelet vs. Spectral Analysis of an Economic Process [pdf]
- Ewa Dziawgo
Approximation of Basket Call Option Price [pdf]
- Piotr Fiszeder
Dynamic Hedging Portfolios - Application of Bivariate GARCH Models [pdf]
- Joanna Górka, Joanna Stempińska
Heteroskedastic Cointegration [pdf]
- Jacek Kwiatkowski, Magdalena Osińska
Stochastic Unit Roots Processes - Identification and Application [pdf]
- Witold Orzeszko
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors [pdf]
- Anna Szmit
The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon [pdf]
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