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Dynamic Econometric Models

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  • » Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models
    Pajor, Anna; Cracow University of Economics
    2009-07-18
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  • » Analysis of the Relationship between Market Volatility and Firms Volatility on the...
    Włodarczyk, Aneta; Czestochowa University of Technology; Otola, Iwona; Czestochowa University of Technology
    2016-12-29
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  • » Unobserved Component Model for Forecasting Polish Inflation
    Kwiatkowski, Jacek; Nicholas Copernicus University in Toruń
    2010-07-17
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  • » Information and Prediction Criteria in Selecting the Forecasting Model
    Piłatowska, Mariola; Nicolaus Copernicus University in Toruń
    2011-12-10
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  • » Option Pricing under Sign RCA-GARCH Models
    Górka, Joanna; Nicolaus Copernicus University, Faculty of Economic Sciences and Management
    2015-04-15
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  • » Liquidity and Market Microstructure Noise: Evidence from the Pekao Data
    Doman, Małgorzata; Poznań University of Economics
    2010-07-16
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  • » The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates
    Blangiewicz, Maria; Department of Econometrics, Faculty of Management, University of Gdańsk; Miłobędzki, Paweł; Department of Econometrics, Faculty of Management, University of Gdańsk
    2012-12-09
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  • » Asymmetric Impact of Innovations on Volatility in the Case of the US and CEEC–3...
    Olbryś, Joanna; Faculty of Computer Science, Bialystok University of Technology
    2013-12-12
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  • » Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical...
    Huptas, Roman; Cracow University of Economics
    2009-07-18
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  • » The Effects of Income Inequality and Redistribution in Democracies: A Dynamic Panel...
    Aslan, Goksu; University of Messina
    2017-10-02
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  • » Microeconometric Analysis of Telecommunication Services Market with the use of SARIMA...
    Kaczmarczyk, Paweł; The State University of Applied Sciences in Płock, Faculty of Economic Sciences and Information Technology
    2017-12-07
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  • » Comparison of Certain Dynamic Estimation Methods of Value at Risk on Polish Gas Market
    Ganczarek-Gamrot, Alicja; University of Economics in Katowice; Stawicki, Józef; Nicolaus Copernicus University in Toruń, Faculty of Economic Sciences and Management, Department of Econometrics and Statistics
    2017-12-21
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  • » The Application of Hidden Markov Models to the Analysis of Real Convergence
    Bernardelli, Michal; Warsaw School of Economics; Próchniak, Mariusz; Warsaw School of Economics; Witkowski, Bartosz; Warsaw School of Economics
    2017-12-22
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  • » Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion...
    Włodarczyk, Aneta; Częstochowa University of Technology
    2017-12-29
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  • » How the Change of Governing Party Influences the Efficiency of Financial Market in Poland
    Witkowska, Dorota; University of Lodz; Kompa, Krzysztof; Warsaw University of Life Sciences, Department of Econometrics and Statistics
    2017-12-28
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  • » Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland
    Będowska-Sójka, Barbara; Poznań University of Economics and Business
    2017-12-28
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  • » Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in...
    Burda, Adrian Marek; Cracow University of Economics; Mazur, Błażej; Cracow University of Economics; Pipień, Mateusz Paweł; Cracow University of Economics
    2017-12-29
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  • » Business Cycles Variability in Polish Regions in the Years 2000 – 2016
    Warżała, Rafał; Uniwersytet Warmińsko-Mazurski
    2017-12-28
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  • » Determinants of Corporate Performance: Modelling Approach
    Majerowska, Ewa; University of Gdańsk; Gostkowska-Drzewicka, Magdalena; University of Gdańsk
    2017-12-29
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  • » Dynamics of financial development and economic growth: panel data analysis for selected...
    Sharma, Shravani; Shri Mata Vaishno Devi University; Kumar, Supran; Shri Mata Vaishno Devi University
    2018-07-30
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  • » Stock Market Capitalization and the Macroeconomics of Transition Economies: The Case...
    Upadhyaya, Kamal P; Department of Economics University of New Haven West Haven, CT 06516, USA; Nag, Raja; New York Institute of Technology; Mixon, Jr., Franklin G; Center for Economic Education Columbus State University 4225 University Avenue Columbus, GA 31907, USA
    2018-09-07
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