FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making
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- Ch 4 Spot Rate Models on the Polish Market , pp 51-61
- Witold Szczepaniak
- Ch 4 Are the Multifractal Properties of Exchange Rates Robust? , pp 61-74
- Vahidin Jeleskovic
- Ch 4 An Analysis from Some Stock Exchange Indexes in Relation to Market Ratios , pp 61-70
- Waldemar Tarczyński and Małgorzata Łuniewska
- Ch 4 Notes on some optimal monetary policy rules: the case of Poland , pp 59-77
- Władysław Milo, Dominika Bogusz, Mariusz Górajski and Magdalena Ulrichs
- Ch 4 Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns , pp 57-68
- Barbara Będowska-Sójka
- Ch 4 Examination of the Term Structure of Interest Rates in Poland – Linear and Non-Linear Cointegration Analysis , pp 59-78
- Joanna Bruzda, Dorota Górecka and Tomasz Koźliński
- Ch 4 Application of Bayesian Inference in Value-at-Risk Forecasting with the Use of Conditionally Asymmetric and Fat-Tailed GARCH Models , pp 67-80
- Mateusz Pipień
- Ch 4 The Determinants of Stock Return Volatility on the Ukrainian Emerging Financial Market: a GARCH Approach , pp 57-70
- Jerzy Stelmach
- Ch 4 Economic Policy Decisions in the Perspective of the European Accession: A Simulation Approach , pp 69-86
- Grzegorz Szafrański
- Ch 4 Financial Applications of Random Matrix Theory – Covariance Matrix Filtering Techniques , pp 59-69
- Małgorzata Snarska
- Ch 4 Determinants of Liquidity of Firms Quoted at Warsaw Stock Exchange , pp 45-53
- Władysław Milo and Maciej Wawruszczak
- Ch 4 On The Empirical Importance of the Spectral Risk Measure with Extreme Value Theory Approach , pp 73-86
- Marcin Fałdziński
- Ch 4 On the Risk of Currency Crisis , pp 57-78
- Władysław Milo and Zuzanna Kozera
- Ch 4 Disaggregated Foreign Trade, Exchange Rate and Growth in Poland: Simulation and Optimal Control , pp 59-85
- Piotr Wdowiński
- Ch 4 Can Lognormal, Weibull or Gamma Distributions Improve the EWS-GARCH Value-at-Risk Forecasts? , pp 329-350
- Marcin Chlebus
- Ch 5 Using Holder Function in Modeling of Stock Prices at the Warsaw Stock Exchange , pp 63-83
- Michal Pietrzak
- Ch 5 Automated Stock Price Forecasting System , pp 69-79
- Piotr Wdowiński
- Ch 5 Regression Models of Macroeconomic Indicators with Explanatory Variables Observed at a Higher Frequency , pp 87-99
- Virmantas Kvedaras, Alfredas Rackauskas and Danas Zuokas
- Ch 5 Non-Linear Integration and Cointegration. Testing an Example of Verification of the PPP Hypothesis , pp 79-94
- Joanna Bruzda
- Ch 5 Investments Funds in Poland and Worldwide , pp 71-86
- Wiesław Dębski
- Ch 5 Mutual Relationships between Economic Growth and Financial Market Development , pp 55-70
- Iwona Bujnowicz and Wiesław Dębski
- Ch 5 Utility Function Approach in the Context of Immunization , pp 79-91
- Alina Kondratiuk-Janyska and Marek Kałuszka
- Ch 5 How do individual forecasters change their views? An analysis with micro panel data , pp 79-92
- Maritta Paloviita and Matti Viren
- Ch 5 The Isolation of Maximum Length Sub-periods in Which a Stock Return Series is Exhibiting Linear and Non-Linear Dependencies (Todea-Zoicas Algorithm) , pp 69-83
- Alexandru Todea and Adrian Zoicas-Ienciu
- Ch 5 Forecasting Wholesale Electricity Prices: A Review of Time Series Models , pp 71-82
- Rafał Weron
- Ch 5 Bayesian Inference on Discretely Sampled Itô Processes , pp 81-96
- Maciej Kostrzewski
- Ch 5 How Well Do Models of Stock Market Volatility Forecast at Longer Horizons? , pp 71-84
- Burkhard Raunig
- Ch 5 The Russian Central Bank as a Monetary Targeter? An Empirical Analysis , pp 87-97
- Christian Merkl and Lucio Vinhas de Souza
- Ch 5 Using Linear Filters for Detecting Cycles in Survey Data , pp 87-106
- Zuzanna Wośko
- Ch 5 What Makes Speculators Trade More Often? Empirical Analysis of the TSE Data , pp 77-97
- Timur Yusupov and Elena Yusupova
- Ch 6 Outline of the Model of the Bank Sector in a Closed Economy , pp 85-99
- Jan Gadomski
- Ch 6 Dynamics of Conditional Bivariate Distribution’s Shape Parameters: The Case of Central Europe Stock Market Returns , pp 85-100
- Ryszard Doman
- Ch 6 Short Sales at Warsaw Stock Exchange: Present Experience and Some Simulations , pp 101-113
- Iwona Konarzewska
- Ch 6 An Attempt to Assess the Effectiveness of the Fundamental Securities Portfolio Constructed on the Basis of Forecasts , pp 87-96
- Waldemar Tarczyński and Małgorzata Łuniewska
- Ch 6 The Use of Yield Spread in Economy Activity and Inflation Process Research , pp 95-108
- Jarosław Janecki
- Ch 6 Properties of the Duration Vector in the Polish and German Bonds’ Markets , pp 93-106
- Agata Kliber
- Ch 6 Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation , pp 107-119
- Joanna Olbrys
- Ch 6 Short-Term Combined Forecasts of Zloty/Euro Exchange Rate , pp 73-87
- Piotr Wdowiński
- Ch 6 Online Testing of Switching Volatility , pp 99-120
- David Bock
- Ch 6 Bond Potrfolio Immunization in Arbitrage Free Models , pp 89-100
- Alina Kondratiuk-Janyska and Marek Kaluszka
- Ch 6 Modelling the Dependencies between the Returns on the Warsaw Stock Indices Using Time Varying Copulas , pp 83-97
- Ryszard Doman
- Ch 6 Beta Estimation, Forecasting and Convergence , pp 99-110
- Janusz Brzeszczynski and Jerzy Gajdka
- Ch 6 Using Implied Volatility to Forecast Daily Realized Volatility of WIG20 Index , pp 85-98
- Piotr Płuciennik
- Ch 6 Relevance of Accounting standards for Stock Markets: Evidence from Poland , pp 101-109
- Karol Klimczak
- Ch 7 Parameter Estimation for Nonlinear State-Space Models Using Particle Methods Combined with the EM Algorithm , pp 111-123
- Katarzyna Brzozowska-Rup and Antoni Leon Dawidowicz
- Ch 7 Real Exchange Rate Analysis , pp 109-121
- Władysław Milo and Daniel Wrzesiński
- Ch 7 The Warsaw Stock Exchange Index WIG: Modeling and Forecasting , pp 115-127
- Piotr Wdowiński and Aneta Zglińska-Pietrzak
- Ch 7 Jumps in Stock Returns. Evidence from the Polish Stock Exchange , pp 121-135
- Barbara Będowska-Sójka
- Ch 7 Constant Gain Learning as a Solution to the Forward Premium Puzzle in the Presence of Structural Breaks , pp 89-101
- Marek Raczko
- Ch 7 Yield Rate on a Callable Zero-Coupon Bond , pp 101-111
- Joanna Klimkowska
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