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Subject
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Expected Shortfall 4 Granger causality 3 Markov switching model 3 Value at Risk 3 connectivity matrix 3 market microstructure 3 Bayesian inference 2 Family of Sign RCA Models 2 Poland 2 Polen 2 Value-at-Risk 2 asymmetric adjustment 2 business cycle 2 contagion 2 copula 2 energy consumption 2 exchange rate 2 expectations hypothesis 2 high frequency data 2 information criteria 2 model selection 2 price variance 2 spatial panel models 2 stock index 2 stock market 2 switching model 2 term structure of interest rates 2 threshold cointegration 2 volatility 2 ARCH effect 1 Asymmetric ACD model 1 Blumenthal-Getoor index 1 Bond spread 1 Box-Cox transformation 1 Central Europe 1 Central European stock market 1 DCC-model 1 DiagBEKK model 1 Diks-Panchenko test 1 Dynamic factor models 1
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Online availability
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Free 137
Type of publication
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Article 139
Language
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English 96 Undetermined 43
Author
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Pilatowska, Mariola 9 Górka, Joanna 7 Bruzda, Joanna 6 Fiszeder, Piotr 6 Szulc, Elzbieta 6 Doman, Malgorzata 5 Doman, Ryszard 5 Osinska, Magdalena 5 Pajor, Anna 5 Kwiatkowski, Jacek 4 Orzeszko, Witold 4 Pipien, Mateusz 4 Wlodarczyk, Aneta 4 Zawada, Marcin 4 Burzala, Milda Maria 3 Jajuga, Krzysztof 3 Kosko, Monika 3 Milobedzki, Pawel 3 Bedowska-Sojka, Barbara 2 Bejger, Sylwester 2 Bien-Barkowska, Katarzyna 2 Drzewoszewska, Natalia 2 Dziawgo, Ewa 2 Faldzinski, Marcin 2 Ganczarek, Alicja 2 Geise, Andrzej 2 Gorna, Joanna 2 Gorna, Karolina 2 Kliber, Agata 2 Kompa, Krzysztof 2 Krauze, Kazimierz 2 Kufel, Tadeusz 2 Olbrys, Joanna 2 Osiewalski, Jacek 2 Pietrzak, Michal Bernard 2 Strzala, Krystyna 2 Syczewska, Ewa M. 2 Szajt, Marek 2 Szmuksta-Zawadzka, Maria 2 Wisniewski, Jerzy Witold 2
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Dynamic Econometric Models 137 Dynamic econometric models 2
Source
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RePEc 137 ECONIS (ZBW) 2
Showing 111 - 120 of 139
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The Effects of the Incorrect Identification of Non-stationarity of Economic Processes for Prediction Mean Square Error
Pilatowska, Mariola - In: Dynamic Econometric Models 7 (2006), pp. 93-102
Persistent link: https://www.econbiz.de/10009001730
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Measuring Conditional Dependence of Polish Financial Returns
Doman, Ryszard - In: Dynamic Econometric Models 7 (2006), pp. 59-68
Persistent link: https://www.econbiz.de/10009001731
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Stability of Equilibrium Point in the Case of Solow's Model
Milo, Wladyslaw; Malaczewski, M. - In: Dynamic Econometric Models 7 (2006), pp. 15-24
Persistent link: https://www.econbiz.de/10009001734
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Sensitivity Model Analysis of the Floating-strike Lookback Call Option Pricing
Dziawgo, Ewa - In: Dynamic Econometric Models 7 (2006), pp. 125-132
Persistent link: https://www.econbiz.de/10009001738
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How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors
Orzeszko, Witold - In: Dynamic Econometric Models 6 (2004), pp. 231-240
Persistent link: https://www.econbiz.de/10009001658
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Some Aspects of Seasonality in Co-integration Analysis
Romanski, Jerzy - In: Dynamic Econometric Models 6 (2004), pp. 147-158
Persistent link: https://www.econbiz.de/10009001660
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The Dynamic Econometric Model in Studying of Employment Changes in a Small Enterprise
Wisniewski, Jerzy Witold - In: Dynamic Econometric Models 6 (2004), pp. 49-64
Persistent link: https://www.econbiz.de/10009001666
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The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon
Szmit, Anna - In: Dynamic Econometric Models 6 (2004), pp. 241-246
Persistent link: https://www.econbiz.de/10009001667
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The Stock Market, Elliott's Waves, Cones and Cylinders
Smoluk, Antoni - In: Dynamic Econometric Models 6 (2004), pp. 37-48
Persistent link: https://www.econbiz.de/10009001668
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Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship
Pilatowska, Mariola - In: Dynamic Econometric Models 6 (2004), pp. 117-126
Persistent link: https://www.econbiz.de/10009001670
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