Dynamic Econometric Models. Tom 3

Daniel Papla, Krzysztof Jajuga - "Chaos theory in financial time series analysis - some theoretical aspects and empirical results"; Józef Stawicki, Emil A. Janiak, Iwona Müller-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".