Results 121 to 130 of about 8,238 (156)

The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon [PDF]

Anna Szmit
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Current Account Solvency and the Feldstein-Horioka Puzzle [PDF]

Krystyna Strzala
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Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series [PDF]

Witold Orzeszko
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Modeling Financial Time Series Volatility with Markov Switching Models [PDF]

Michal Pietrzak, Monika Kosko
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How to Increase Accuracy of Volatility Forecasts Based on GARCH Models [PDF]

Piotr Fiszeder
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How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors [PDF]

Witold Orzeszko
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Stability of Equilibrium Point in the Case of Solow's Model [PDF]

M. Malaczewski, Wladyslaw Milo
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The Effects of the Incorrect Identification of Non-stationarity of Economic Processes for Prediction Mean Square Error [PDF]

Mariola Pilatowska
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Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland [PDF]

Anna Pajor
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On Herarchic Models for Decade Data with Seasonal Fluctuations [PDF]

Jan Zawadzki, Maria Szmuksta-Zawadzka
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