Dynamic Econometric Models tom 6 z wysyłką do Wielkiej Brytanii

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, Elliott's 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 PcGets";
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".