Dynamic Econometric Models tom 4

Antoni Smoluk - ''On the scale of stochastic dependencies''; Krzysztof Jajuga - ''Dynamic models in the analysis of financial instruments''; Maria Szmuksta-Zawadzka, Jan Zawadzki - ''On hierarchic models of time series with seasonal fluctuations''; Stefan Grzesiak, Jacek Maliszewski - ''Dynamic forecasting of covariance matrix of returns''; Dorota Witkowska, Anna Górecka, Dorota Szadkowska, Zbigniew Szymczak - ''The forecasts of the demand for electric energy: comparative analysis''; Józef Stawicki - ''The stability of stochastic dominance for finance processes''; Lilianna Talaga - ''Effectiveness of the ARIMA and exponential smoothing model forecasts for deposits and credits''; Tadeusz Kufel, Marcin Zawada - ''Modelling periodicity for processes with high frequency of observations''; Tadeusz Kufel - ''Transformation of economic processes and its effects on their characteristics''; Ewa Kusideł - ''Application of structural VAR models and impulse response function''; Magdalena Kosińska - ''Stability and relativity of expectations' formation rules for inflation in Poland''; Mariola Pilatowska - ''Testing fractional integration in foreign exchange rates''; Elżbieta Szulc - ''Modelling the space-time structure of the economic processes on the example of unemployment''; Joanna Bruzd - ''A Time lags in dynamic conformable modes. Simulation analysis''; Ewa Dziawgo - ''Martingale processes in pricing for European call option''; Joanna Górka - ''Predictive properties of the autoregressive and state space models - a comparison''; Piotr Fiszeder - ''Econometric analysis of the world stock indices and exchange rates and their influence on the Warsaw Stock Exchange (WSE)''; Jacek Kwiatkowski - ''Bayesian analysis of long memory and persistence using ARFIMA models with an application to Polish stock market''; Maciej Witkowski - ''The estimation of SETAR models with application to the business cycles analysis. A case of Poland''.