In this paper the two dimensional model of the investment in shares is presented. The shares prices from five different world stock exchanges (New York, London, Frankfurt, Honk Kong, and Sydney) are examined. The copula functions are used to model the risk of investment. The Hurst threshold...

In our work copula functions and the Hurst exponent calculated using the local Detrended Fluctuation Analysis (DFA) were used to investigate the risk of investment made in shares traded on the Warsaw Stock Exchange. The combination of copula functions and the Hurst exponent calculated using...

In this paper we present a method used in quantitative description of weakly predictable hydrological, extreme events at inland sea. Investigations for correlations between variations of individual measuring points, employing combined statistical methods, were carried out. As a main tool for...