| Dane szczegółowe: | |
| Wydawca: | Uniwersytet Mikołaja Kopernika |
| Rok wyd.: | 2000 |
| Oprawa: | miękka |
| Ilość stron: | 218 s. |
| Wymiar: | 160x240 mm |
| EAN: | 9788323112587 |
| ISBN: | 83-231-1258-4 |
| Data: | 2001-01-27 |
Opis książki:
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".
Książka "Dynamic Econometric Models 4" - ks. Zygmunt Zieliński (red.) - oprawa miękka - Wydawnictwo Uniwersytet Mikołaja Kopernika. Książka posiada 218 stron i została wydana w 2000 r.
Spis treści:
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