Zygmunt Zieliński – Dynamic Econometric Models. Tom 5

Spis treści: l. KRZYSZTOF JAJUGA: The General Model of the Financial Prices Dynamics 2. MARIA SZMUKSTA-ZAWADZKA, JAN ZAWADZKI: Forecasting Based on Hierarchic Models of Time Series with Changing Seasonality 3. JACEK OSIEWALSKI, MATEUSZ PIPIEń: Multivariate ARCH-Type Models: A Bayesian Comparison