Acta Universitatis Lodziensis. Folia Oeconomica nr 166/2003 - Modern Methods of Analysis and Forecasting Financial Markets, vol 166

Edited by Władysław Milo () and Piotr Wdowiński ()

in FindEcon Books: Forecasting Financial Markets and Economic Decision-Making from University of Lodz, currently edited by Piotr Wdowiński

Abstract: FindEcon conference papers.

Keywords: Financial markets; Financial econometrics; Stock market modeling and forecasting; Asset pricing; Risk measures (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2003
Edition: 1
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Downloads: (external link)
https://dspace.uni.lodz.pl/xmlui/handle/11089/6790 (application/pdf)

Chapters in this book:

Ch 1 Forecasting Capital Markets , pp 3-13

Władysław Milo

Ch 2 Princing of Selected Transactions Including Options and Monte Carlo Sensitivity Analysis , pp 15-35

Iwona Konarzewska

Ch 3 Forecasting the Daily Volatility Defined with High-Frequency Data for the Stock Index WIG , pp 37-50

Magłorzata Doman and Ryszard Doman

Ch 4 Spot Rate Models on the Polish Market , pp 51-61

Witold Szczepaniak

Ch 5 Using Holder Function in Modeling of Stock Prices at the Warsaw Stock Exchange , pp 63-83

Michal Pietrzak

Ch 6 Outline of the Model of the Bank Sector in a Closed Economy , pp 85-99

Jan Gadomski

Ch 7 Price Inflation of Financial Goods , pp 101-117

Władysław Milo, Zuzanna Kozera, Adam Górniak, Magdalena Rutkowska and Aneta Sieradzka

Ch 8 Multicriterial Banking of Opened-end Pension Founds with AHP and PROMETHEE Methods , pp 119-133

Dorota Miszczyńska

Ch 9 The Nominal Convergence Criteria Financial Market Development and the Real Convergence , pp 135-147

Grzegorz Szafrański

Ch 10 An Econometric Analysis of the Effectiveness of Selected Instruments used by National Bank of Poland to Reduce Money Supply in Poland , pp 149-172

Tomasz Uryszek

Ch 11 A Dynamic Analysis of Asset Portfolio , pp 173-182

Piotr Wdowiński and Daniel Wrzesiński

Ch 12 Optimal Portfolio Selection using Stable Distribution , pp 183-197

Marek Łażewski and Krzysztof Zator

Ch 13 The Distributions of the Rates of Return on Fixed Target Semi-Variance Portfolios , pp 199-207

Anna Rutkowska-Ziarko

Ch 14 Risk Analysis and Capital Asset Pricing - an Example of the Warsaw Stock Exchange , pp 209-224

Lesław Markowski

Ch 15 Analysis of Value Papers' Liquidity Listed with WARSET System , pp 225-239

Przemysław Garsztka, Przemysław Matuszewski and Karol Wieloch

Ch 16 Effectiveness of Futures Market and Its Forecasting with an Example of WIG20 Futures , pp 241-252

Ewa Kusideł and Monika Rychter

Ch 17 Return Rate Period and Optimal Lower Partial Moment Hedge Ratio , pp 253-267

Tomasz Kozdraj

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Persistent link: https://EconPapers.repec.org/RePEc:ann:findeb:book:y:2003:n:166:foe

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