Dynamic Econometric Models tom 5
Zieliński Zygmunt (red.)

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KRZYSZTOF JAJUGA: The General Model of the Financial Prices DynamicsMARIA SZMUKSTA-ZAWADZKA, JAN ZAWADZKI: Forecasting Based on Hierarchic Models of Time Series with Changing SeasonalityJACEK OSIEWALSKI, MATEUSZ PIPIEŃ: Multivariate ARCH-Type Models: A Bayesian ComparisonJAN PURCZYŃSKI, LILIANA TALAGA: Numerical Realization of Spectral WindowsDOROTA WITKOWSKA, ANNA SZMIT: Short-Term Forecasts of Demand for Electric Energy in the Lodz Region: Comparison of ModelsBOGDAN SUCHECKI, ARTUR GAJDOS: Simulation Analysis of the Sectoral Labour Market ModelMAGDALENA OSIŃSKA: Conformable Econometric Models with Economic ExpectationsTADEUSZ KUFEL: "Nonsense Correlations between Time Series" - History of Simulation Studies for Integrated ProcessesKAZIMIERZ KRAUZE: Testing for Cointegration in the Presence of Regime Shifts and Other Structural Breaks in the Conditional EquationMARIOLA PIŁATOWSKA: The Usefulness of Unit Root Tests in Selecting a Forecast ModelELŻBIETA SZULC: Identification of Directions of Dependence in Economic Processes. Some Exemplifying Model SolutionsWALDEMAR RAZIK, JERZY ROMAŃSKI: Interdependence of Leading Western and East-European Stock Markets Indices - Cointegration AnalysisSYLWESTER BERJGER, JOANNA BRUZDA: Identification of Market Power Using Test for Asymmetric Pricing - an Example of Polish Petrochemical IndustryJOANNA BRUZDA: On the Use of Lagged Cointegrating Relationships in Forecasting Business ActivityJOANNA BRUZDA: Identification of Causality Lags on the Basis of Generalised Cross-Correlation Coefficients - Simulation Analysis and Empirical ExamplesJOANNA GÓRKA, MAGDALENA OSIŃSKA: Effects of Time Aggregation in Stock Prices - Spectral AnalysisEWA DZIAWGO: The Approximation of the Black-Scholes Model with Binomial ModelsPIOTR FISZEDER: Univariate GARCH Models - Modelling Returns of Stocks and Indices Quoted on the WSE