Search Results - isPartOf:"Central European Journal of Economic Modelling and Econometrics"

Modelling foreign exchange realized volatility using high frequency data : long memory versus structural breaks

Ben Maatoug, Abderrazak; Lamouchi, Rim; Davidson, Russell; … - In: Central European journal of economic modelling and … 10 (2018) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011918105

A multiple state model for premium calculation when several premium-paid states are involved

Dębicka, Joanna; Zmyślona, Beata - In: Central European journal of economic modelling and … 10 (2018) 1, pp. 27-52

Persistent link: https://www.econbiz.de/10011918113

Forecasting of a hierarchical functional time series on example of macromodel for the day and night air pollution in Silesia region : a critical overview

Kosiorowski, Daniel; Mielczarek, Dominik; Rydlewski, … - In: Central European journal of economic modelling and … 10 (2018) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10011918128

Factor-biased technical change and specialization patterns

Meckl, Jürgen; Savin, Ivan - In: Central European journal of economic modelling and … 10 (2018) 2, pp. 75-100

Persistent link: https://www.econbiz.de/10011918154

Does the way of financing quantitative easing programmes matter?

Duszak, Anna - In: Central European journal of economic modelling and … 10 (2018) 2, pp. 101-131

Persistent link: https://www.econbiz.de/10011918164

The impact of capital on lending in economic downturns and investor protection : the case of large EU banks

Olszak, Małgorzata; Pipień, Mateusz; Roszkowska, Sylwia; … - In: Central European journal of economic modelling and … 10 (2018) 2, pp. 133-167

Persistent link: https://www.econbiz.de/10011918173

Optimal fiscal policy in an emerging economy with credit constraints : theory and application for Poland

Konopczyński, Michał - In: Central European journal of economic modelling and … 10 (2018) 3, pp. 169-231

Persistent link: https://www.econbiz.de/10012002124

Bayesian inference for a deterministic cycle with time-varying amplitude : the case of the growth cycle in European countries

Lenart, Łukasz - In: Central European journal of economic modelling and … 10 (2018) 3, pp. 233-262

Persistent link: https://www.econbiz.de/10012002131

Crude oil price and speculative activity : a cointegration analysis

Socha, Robert; Wdowiński, Piotr - In: Central European journal of economic modelling and … 10 (2018) 3, pp. 263-304

Persistent link: https://www.econbiz.de/10012002136

On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process

Mazur, Błażej; Pipień, Mateusz - In: Central European Journal of Economic Modelling and … 4 (2012) 2, pp. 95-116

We discuss the empirical importance of long term cyclical effects in the volatility of financial returns. Following Amado and Terasvirta (2009), Cizek and Spokoiny (2009) and others, we consider a general conditionally heteroscedastic process with stationarity property distorted by a...

Persistent link: https://www.econbiz.de/10010875622