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cokupic.pl Opinie Księgarnia Książki Podręczniki akademickie Ekonomia i biznes Dynamic Econometric Models tom 4
Dynamic Econometric Models tom 4

Dynamic Econometric Models tom 4

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Opis produktu

Dynamic Econometric Models tom 4:
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".
  • Ilość stron: 218
  • Wydawnictwo: Uniwersytet Mikołaja Kopernika
  • Rok wydania: 2000
  • Oprawa: miękka
  • Format: 160 x 240