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Tytuł książki:

Dynamic Econometric Models 6

Autor książki:

ks. Zygmunt Zieliński

(red.)
Dane szczegółowe:
Wydawca: Uniwersytet Mikołaja Kopernika
Rok wyd.: 2004
Oprawa: miękka
Ilość stron: 248 s.
Wymiar: 160x240 mm
EAN: 9771234386208
Data: 2008-11-21
pozycja niedostępna

Opis książki:

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, Elliotts 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 Pc Gets"; 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".

Książka "Dynamic Econometric Models 6" - ks. Zygmunt Zieliński (red.) - oprawa miękka - Wydawnictwo Uniwersytet Mikołaja Kopernika. Książka posiada 248 stron i została wydana w 2004 r.