Zygmunt Zieliński – Dynamic Econometric Models tom 6

Czesław Domański ‘‘Application of Runs of Signs Tests in the Statistical Process Control’‘, Krzysztof Jajuga ‘‘Application of Copula Functions in a Modelling of Relations in Multivariate Financial Time Series’‘, Jacek Osiewalski, Mateusz Pipień ‘‘Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable’‘, Antoni Smoluk ‘‘The Stock Market, Elliott s Waves, Cones and Cylinders’‘, Jerzy Witold Wiśniewski ‘‘The Dynamic Econometric Model in the Studying of Employment Changes in a Small Enterprise’‘, Maria Szmuksta-zawadzka, Jan zawadzki ‘‘On Hierarchic Models for Decade Data with Seasonal Fluctuations’‘, Stefan Grzesiak ‘‘Kalman Filters and Specification Errors of Hyper-Structure’‘, Tadeusz Kufel ‘‘General-to-Specific Modelling vs. Congruent Modelling in PcGets’‘, Kazimierz Krauze ‘‘Modelling the zloty-Euro Exchange Rate’‘, Magdalena Osińska, Maciej Witkowski ‘‘The TAR-GARCH Models with Application to Financial Time Series’‘, Mariola Piłatowska ‘‘Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship’‘, Grażyna Trzpiot, Alicja Ganczarek ‘‘Risk on the Polish Energy Market, Liliana Talaga: Predictors of Non-Stationary ARIMA Processes’‘, Jerzy Romański ‘‘Some Aspects of Seasonality in Co-integration Analysis’‘, Ewa Marta Syczewska ‘‘Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates’‘, Elżbieta Szulc ‘‘The Structure of Interdependence in Dynamic Spatial Models. Remarks on Modelling and Interpretation’‘, Joanna Bruzda ‘‘Wavelet vs. Spectral Analysis of an Economic Process’‘, Ewa Dziawgo ‘‘Approximation of Basket Call Option Price’‘, Piotr Fiszeder ‘‘Dynamic Hedging Portfolios Application of Bivariate GARCH Models’‘, Joanna Górka, Joanna Stempińska ‘‘Heteroskedastic Cointegration’‘, Jacek Kwiatkowski, Magdalena Osińska ‘‘Stochastic Unit Roots Processes Identification and Application’‘, Witold Orzeszko ‘‘How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors’‘, Anna Szmit ‘‘The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon’‘.