| Dane szczegółowe: | |
| Wydawca: | Uniwersytet Mikołaja Kopernika |
| Rok wyd.: | 1998 |
| Oprawa: | miękka |
| Ilość stron: | 200 s. |
| Wymiar: | 160x240 mm |
| EAN: | 9788323110002 |
| ISBN: | 83-231-1000-X |
| Data: | 2001-01-27 |
Opis książki:
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".
Książka "Dynamic Econometric Models 3" - ks. Zygmunt Zieliński (red.) - oprawa miękka - Wydawnictwo Uniwersytet Mikołaja Kopernika. Książka posiada 200 stron i została wydana w 1998 r.
Spis treści:
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