Dynamic Econometric Models tom 3

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Dynamic Econometric Models tom 3

Zieliński Zygmunt (red.)

OpinieMini | Ekonomia, biznes | Dynamic Econometric Models tom 3

Wydawnictwo: WYDAWNICTWO UNIWE
ID: a40097401754KS
Autor: Zieliński Zygmunt (red.)
Stron: 200
Format: 16.0x24.0cm
ISBN: 832311000X
Daniel Papla, Krzysztof Jajuga - "Chaos theory in financial time series analysis - some theoretical aspects and empirical results"; Józef Stawicki, Emil A Janiak, Iwona MĂźller-Frączek - "Fractional differencing of times series - Hurst exponent, fractal dimension"; Iwona Konarzewska - "On problems of dynamic optimization of investments portfolio: empirical study"; Mariola Piłatowska - "Alternative trend removal methods and interpretation of econometric model"; Kazimierz Krauze - "Testing for cointegration in the linear dynamic bivariate process with structural breaks"; Tadeusz Kufel - "Identification of economic processes on the ground of daily data"; Stefan Grzesiak, Piotr Konieczny - "On interbank deposit price volatility forecasting with the aid of GARCH models"; Magdalena Osińska, Maciej Witkowski - "Linerity vs non-linearity testing with the application to Polish data"; Joanna Górka - "ARMA representation and state space representation of times series"; Maciej Witkowski - "The replacement of certain infinite sequences of random variables with finite sequences"; Magdalena Osińska - "Prior information in the identification of the data generating model"; Elżbieta Szulc - "On conformable econometric modelling of space-time series"; Beata Bazeli - "Dynamic models for aggregated and non-agreggated over time periods the stationary stochastic processes"; Ewa Dziawgo - "Dynamics of pricing processes for the European call option"
Okładka Książki Dynamic Econometric Models tom 3 Zieliński Zygmunt (red.)
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Dynamic Econometric Models tom 3

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