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Testing for structural breaks in macroeconomic processes of growth

Fałdziński, Marcin - In: Economic miracles in the European economies, (pp. 125-150). 2019

Persistent link: https://www.econbiz.de/10012061196

Ekonometryczne modelowanie oczekiwań gospodarczych

Osińska, Magdalena - 2000 - Wyd. 1

Persistent link: https://www.econbiz.de/10001506581

Range-Based DCC Models for Covariance and Value-at-Risk Forecasting

Fiszeder, Piotr - 2019

The dynamic conditional correlation (DCC) model by Engle (2002) is one of the most popular multivariate volatility models. This model is based solely on closing prices. It has been documented in the literature that the high and low prices of a given day can be used to obtain an efficient...

Persistent link: https://www.econbiz.de/10012863347

Improving forecasts with the co-range dynamic conditional correlation model

Fiszeder, Piotr; Fałdziński, Marcin - In: Journal of economic dynamics & control 108 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012313608

Range-based DCC models for covariance and value-at-risk forecasting

Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Journal of empirical finance 54 (2019), pp. 58-76

Persistent link: https://www.econbiz.de/10012174846

Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices

Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Journal of empirical finance 70 (2023), pp. 308-321

Persistent link: https://www.econbiz.de/10014423712

Real estate valuation algorithm using nonparametric regression methods

Orzeszko, Witold; Fałdziński, Marcin; Siemińska, Ewa - In: Ekonomia i prawo 23 (2024) 4, pp. 655-673

Persistent link: https://www.econbiz.de/10015405385

Identyfikacja zmian struktury trendowo-stochastycznej procesów makroekonomicznych w okresie transformacji

Osińska, Magdalena - In: Przegla̜d statystyczny / Polska Akademia Nauk, Komitet … 42 (1995) 3, pp. 321-345

Persistent link: https://www.econbiz.de/10001210257

Zmienność wariancji warunkowej w modelowaniu i prognozowaniu kursów walutowych

Hyżyk, Sebastian; Osińska, Magdalena - In: Ekonomia 30 (2000), pp. 147-163

Persistent link: https://www.econbiz.de/10001633500

Economic miracles : an introduction

Boehlke, Jerzy; Osińska, Magdalena - In: Economic miracles in the European economies, (pp. 3-10). 2019

This chapter presents definitions of economic miracles expressing the essence, features, and basis for further typology of intense economic growth. The main goal of this chapter is to introduce the reader into the subject matter as well as to lay foundations for further theoretical developments...

Persistent link: https://www.econbiz.de/10012061066