Results 81 to 90 of about 8,238 (156)
Biblioteki i archiwa kościelne Toledo
Archiwa, Biblioteki i Muzea Kościelne, 1992 -
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The Combined Forecasts Using the Akaike Weights [PDF]
The focus in the paper is on the information criteria approach and especially the Akaike information criterion which is used to obtain the Akaike weights.
Mariola Pilatowska
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Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification [PDF]
The aim of this paper is to outline the typical characteristics of the ultra-high-frequency financial data and to present estimation methods of intraday seasonality of trading activity.
Roman Huptas
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Dynamics of Multivariate Return Series of U.S. Automotive Stock Companies in Conditions of Crisis [PDF]
This article contains an analysis of dynamic interrelations between log-returns series of three automotive companies listed on the New York Stock Exchange: GM, F and DAI. We consider two periods: before and during crisis.
Blanka Let
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Liquidity and Market Microstructure Noise: Evidence from the Pekao Data [PDF]
The availability of ultra-high frequency data justifies the use of a continuous-time approach in stock prices modeling. However, this data contain, apart from the information about the price process, a microstructure noise causing a bias in the realized ...
Malgorzata Doman
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Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures [PDF]
Accurate modelling of risk is very important in finance. There are many alternative risk measures, however none of them is dominating. This paper proposes to use the family of Sign RCA models to obtain the Value-at-Risk (VaR) and Expected Shortfall (ES ...
Joanna Górka
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The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland [PDF]
The main objective of the paper is the verification of usefulness of the ARFIMA-FIGARCH class models in the description of tendencies in the energy consumption in a selected region of the southern Poland taking into consideration weather variables ...
Aneta Wlodarczyk, Marcin Zawada
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Archiwa włoskie i Archiwum Watykańskie
Archiwa, Biblioteki i Muzea Kościelne, 1988 -
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The Synchronization of Regional Business Cycles with Nationwide Cycles [PDF]
This paper attempts to assess the level of synchronization between the business cycles of Poland’s regions and those of the country as a whole. The measure of economic activity was an index of total industrial output sold, recorded monthly from January ...
Milda Maria Burzala
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