EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Dynamic Econometric Models"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Free 137
Type of publication
All
Article 139
Language
All
English 96 Undetermined 43
Author
All
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
more ... less ...
Published in...
All
Dynamic Econometric Models 137 Dynamic econometric models 2
Source
All
RePEc 137 ECONIS (ZBW) 2
Showing 81 - 90 of 139
Cover Image
GARCH and SV Models with Application of Extreme Value Theory
Osinska, Magdalena; Faldzinski, Marcin - In: Dynamic Econometric Models 8 (2008), pp. 45-52
Persistent link: https://www.econbiz.de/10009001723
Saved in:
Cover Image
Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland
Wlodarczyk, Aneta; Zawada, Marcin - In: Dynamic Econometric Models 8 (2008), pp. 171-178
Persistent link: https://www.econbiz.de/10009001735
Saved in:
Cover Image
Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates
Pajor, Anna - In: Dynamic Econometric Models 8 (2008), pp. 147-154
Persistent link: https://www.econbiz.de/10009001736
Saved in:
Cover Image
Econometric Modeling of Monthly Liquidity of Small Enterprise
Wisniewski, Jerzy Witold - In: Dynamic Econometric Models 8 (2008), pp. 95-102
Persistent link: https://www.econbiz.de/10009001737
Saved in:
Cover Image
Description of the Kurtosis of Distributions by Selected Models with Sign Function
Górka, Joanna - In: Dynamic Econometric Models 8 (2008), pp. 119-128
Persistent link: https://www.econbiz.de/10009001739
Saved in:
Cover Image
Financial Econometrics – 25 Years Later
Jajuga, Krzysztof - In: Dynamic Econometric Models 8 (2008), pp. 5-12
Persistent link: https://www.econbiz.de/10009001745
Saved in:
Cover Image
An Application of Markov-switching Model to stock Returns Analysis
Kosko, Monika - In: Dynamic Econometric Models 7 (2006), pp. 259-268
Persistent link: https://www.econbiz.de/10009001654
Saved in:
Cover Image
Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland
Pajor, Anna - In: Dynamic Econometric Models 7 (2006), pp. 169-178
Persistent link: https://www.econbiz.de/10009001661
Saved in:
Cover Image
Identification of Non-linearity in Economic Time Series
Osinska, Magdalena; Górka, Joanna - In: Dynamic Econometric Models 7 (2006), pp. 83-92
Persistent link: https://www.econbiz.de/10009001662
Saved in:
Cover Image
Properties of STUR Processes in the Framework of Chaos Theory
Orzeszko, Witold - In: Dynamic Econometric Models 7 (2006), pp. 189-198
Persistent link: https://www.econbiz.de/10009001663
Saved in:
  • First
  • Prev
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...