Dynamic Econometric Models tom 4

Antoni Smoluk - "On the scale of stochastic dependencies"; Krzysztof Jajuga - "Dynamic models in the analysis of financial instruments"; Maria Szmuksta-Zawadzka, Jan Zawadzki - "On hierarchic models of time series with seasonal fluctuations"; Stefan Grzesiak, Jacek Maliszewski - "Dynamic forecasting of covariance matrix of returns"; Dorota Witkowska, Anna Górecka, Dorota Szadkowska, Zbigniew Szymczak - "The forecasts of the demand for electric energy: comparative analysis"; Józef Stawicki - "The stability of stochastic dominance for finance processes"; Lilianna Talaga - "Effectiveness of the ARIMA and exponential smoothing model forecasts for deposits and credits"; Tadeusz Kufel, Marcin Zawada - "Modelling periodicity for processes with high frequency of observations"; Tadeusz Kufel - "Transformation of economic processes and its effects on their characteristics"; Ewa Kusideł - "Application of structural VAR models and impulse response function"; Magdalena Kosińska - "Stability and relativity of expectations' formation rules for inflation in Poland"; Mariola Pilatowska - "Testing fractional integration in foreign exchange rates"; Elżbieta Szulc - "Modelling the space-time structure of the economic processes on the example of unemployment"; Joanna Bruzd - "A Time lags in dynamic conformable modes. Simulation analysis"; Ewa Dziawgo - "Martingale processes in pricing for European call option"; Joanna Górka - "Predictive properties of the autoregressive and state space models - a comparison"; Piotr Fiszeder - "Econometric analysis of the world stock indices and exchange rates and their influence on the Warsaw Stock Exchange (WSE)"; Jacek Kwiatkowski - "Bayesian analysis of long memory and persistence using ARFIMA models with an application to Polish stock market"; Maciej Witkowski - "The estimation of SETAR models with application to the business cycles analysis. A case of Poland".