Details about Witold Orzeszko

Access statistics for papers by Witold Orzeszko.

Last updated 2021-03-29. Update your information in the RePEc Author Service.

Short-id: por124

Working Papers

2017

1. Nonparametric prediction of nonlinear time series. A Monte Carlo study
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

Journal Articles

2020

1. Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression
   Energies, 2020, 14, (1), 1-18 View citations (7)

2018

2. Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji
   Bank i Kredyt, 2018, 49, (3), 253-288

2012

3. Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices
   Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (5), 430-449

2010

4. Fractal dimension of time series as a measure of investment risk
   Acta Universitatis Nicolai Copernici, Ekonomia, 2010, 41, 57-70 View citations (1)
5. Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient
   Dynamic Econometric Models, 2010, 10, 97-106 View citations (2)

2008

6. Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series
   Dynamic Econometric Models, 2008, 8, 139-146
7. The new method of measuring the effects of noise reduction in chaotic data
   Chaos, Solitons & Fractals, 2008, 38, (5), 1355-1368

2006

8. Properties of STUR Processes in the Framework of Chaos Theory
   Dynamic Econometric Models, 2006, 7, 189-198

2004

9. How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors
   Dynamic Econometric Models, 2004, 6, 231-240