FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making

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From University of Lodz
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Ch 11 Forecasting Portfolio Return Based on Bayesian Network Model , pp 157-171: Joanna Olbrys
Ch 11 The Cost-of-Carry Model for the FW20 Futures Contracts: Threshold Cointegration Framework , pp 183-205: Joanna Bruzda
Ch 11 A Dynamic Analysis of Asset Portfolio , pp 173-182: Piotr Wdowiński and Daniel Wrzesiński
Ch 11 Non-linearity and Mutual Fund Returns: a TAR Approach , pp 151-160: Anna Zamojska
Ch 11 Maximum Likelihood Estimation of Stochastic Unit Root Models with GARCH Disturbances , pp 149-157: Jacek Kwiatkowski
Ch 11 An Analysis of Distributions of Rates of Return for Investment Funds , pp 163-173: Anna Zamojska
Ch 11 Classical, Fundamental and Horizontally Diversified Portfolios - a Comparative Aanalysis , pp 171-189: Waldemar Tarczyński and Małgorzata Łuniewska
Ch 11 Detection of Nonlinear Autodependencies Using the Hiemstra-Jones Test , pp 157-170: Witold Orzeszko
Ch 11 A Generalization of the Stability of Equilibrium in a Repeated Game , pp 167-178: Ilie Parpucea
Ch 12 Determinants of Exchange Rate of Slovak Crown Against Polish Zloty - Dornbusch Monetary Model , pp 173-185: Eva Rublikova and Magdalena Rutkowska
Ch 12 The Application of the Theory of Games for Purpose of Making a Choice of Portfolio , pp 173-183: Anna Sroczyńska-Baron
Ch 12 Modelling the Open Pension Funds: The Case of Poland. Evaluation of Market Strong Efficiency , pp 161-174: Kazimierz Krauze and Anna Krauze
Ch 12 The Possibility of Using the M Smallest K-Simplexes Method for Forecasting Long and Intermediate Memory Time Series , pp 171-184: Jacek Szanduła
Ch 12 The Relationship between Stock Market and Economic Growth in Developing Economies: An Econometric Analysis on Nigeria , pp 179-186: Mete Feridun and Tokunbo Simbowale Osinubi
Ch 12 Automatic Trading Agent. RMT based Portfolio Selection–Theoretical Aspects , pp 175-189: Małgorzata Snarska
Ch 12 Optimal Portfolio Selection using Stable Distribution , pp 183-197: Marek Łażewski and Krzysztof Zator
Ch 12 On Duration-Dispersion Strategies for Portfolio Immunization , pp 191-202: Marek Kałuszka and Alina Kondratiuk-Janyska
Ch 12 Exchange Rates: Predictable but not Explainable? Data Mining with Leading Indicators and Technical Trading Rules , pp 195-209: Bernd Brandl
Ch 12 An Application of Neural Networks to Find Risky Credit Positions and Forecasting Consumer Loans Default Situation , pp 159-176: Przemysław Garsztka and Maciej Kokorniak
Ch 12 Modeling and Predicting Japanese Stock Returns Based on the ARFIMA-FIGARCH , pp 209-220: Jun Nagayasu
Ch 13 Improving Portfolio Efficiency by Including Index Options. Empirical Examples Using Wig20 Index Options , pp 191-201: Mateusz Knop and Nina Łapińska-Sobczak
Ch 13 Malliavin Calculus Approach to the Optimal Portfolio Choice in the Model with Vasicek (1977) Interest Rate , pp 185-201: Anna Gutkowska
Ch 13 Asymmetry in the Adjustment of Main Capital Market Indices in Poland , pp 221-239: Paweł Miłobędzki
Ch 13 Dynamic Asset Allocation - Markowitz Model , pp 203-215: Piotr Fiszeder
Ch 13 On a Bond Portfolio Guarantying a Minimal Return , pp 177-192: Alina Kondratiuk-Janyska and Marek Kałuszka
Ch 13 Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models , pp 213-227: Jacek Osiewalski and Mateusz Pipień
Ch 13 The Distributions of the Rates of Return on Fixed Target Semi-Variance Portfolios , pp 199-207: Anna Rutkowska-Ziarko
Ch 13 Forecasting the Returns Based on the Panel Data Estimation Methods , pp 187-197: Ewa Majerowska
Ch 13 The Warsaw Stock Exchange Indices Analysis: Trend or Difference Stationary in Medium and Small Samples , pp 185-194: Aleksandra Matuszewska-Janica and Dorota Witkowska
Ch 13 The Generalization of Net Present Value Calculations , pp 177-190: Jacek Białek
Ch 13 Exchange rate Modeling - A Fundamental Analysis for Poland , pp 187-202: Kazimierz Krauze
Ch 14 Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries , pp 219-238: Jacek Osiewalski and Mateusz Pipień
Ch 14 Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation , pp 229-249: Anna Pajor
Ch 14 Investigation of the Wave Nature of the Ukrainian Stock Market , pp 205-225: Olena Rayevnyeva and Kostyantyn Stryzhychenko
Ch 14 Risk Analysis and Capital Asset Pricing - an Example of the Warsaw Stock Exchange , pp 209-224: Lesław Markowski
Ch 14 Interbank Market under the Currency Board: case of Lithuania , pp 203-218: Marius Jurgilas
Ch 14 The Term Structure of Interest Rates at the Polish Interbank Market. A VAR Approach , pp 197-208: Paweł Miłobędzki and Maria Blangiewicz
Ch 14 Announcement Effects of Dividend Changes , pp 193-204: Barbara Będowska-Sójka
Ch 14 Test of the CAPM Model with Time-Varying Covariances for the Polish Stock Market , pp 241-255: Piotr Fiszeder
Ch 15 Analysis of Value Papers' Liquidity Listed with WARSET System , pp 225-239: Przemysław Garsztka, Przemysław Matuszewski and Karol Wieloch
Ch 15 Macroeconomic Effects of a Monetary Union Enlargement: Theoretical Analysis in the Framework of Linear-Quadratic Differential Games , pp 221-243: Joseph Plasmans, Jacob Engwerda, Bas van Aarle and Tomasz Michalak
Ch 15 Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions , pp 251-269: Mateusz Pipień
Ch 15 Heterogenous Interest Rate Pass-Through for Thailand , pp 209-224: Grzegorz Szafrański
Ch 15 Detecting Nonlinear Causality at Financial Markets , pp 257-274: Magdalena Osinska and Witold Orzeszko
Ch 15 One Factor Risk Model and Capital Requirements for Credit Risk in the New Capital Accord , pp 227-240: Adam Frok
Ch 15 Liquidity Analysis of Stocks in WARSET - Time , pp 239-254: Przemysław Garsztka, Przemysław Matuszewski and Karol Wieloch
Ch 16 Analysis and Evaluation of Mutual Funds Effectiveness Using ELECTRE Method , pp 225-236: Nina Łapińska –Sobczak and Marta Ostapowicz
Ch 16 Monetary an Fiscal Policies for Slovenia an the Road to Full Monetary Integration , pp 245-256: Klaus Weyerstrass
Ch 16 One-Factor Interest Rate Models - Evaluation of Usefulness for Pricing and Analysis of Investors' Expectations , pp 255-271: Marcin Stamirowski
Ch 16 Effectiveness of Futures Market and Its Forecasting with an Example of WIG20 Futures , pp 241-252: Ewa Kusideł and Monika Rychter
Ch 16 Analysis of Influence of Russian Stock Market Onto Ukrainian Stock Market , pp 275-283: Kostyantyn Stryzhychenko
Ch 17 On Performance of Immunization Strategies in Setting of US Treasury Term Structure Data , pp 237-251: Alina Kondratiuk-Janyska and Marek Kałuszka
Ch 17 Measuring Human capital in Poland , pp 257-271: Grzegorz Szafrański
Ch 17 Return Rate Period and Optimal Lower Partial Moment Hedge Ratio , pp 253-267: Tomasz Kozdraj
Ch 17 Analytical Methods for Multivariate alfa-Stable Distributions Using Spherical Harmonics , pp 275-290: Marek Łażewski and Krzysztof Zator
Ch 18 Europe of One Price? , pp 273-288: Jakub Kowalski
Ch 18 Forecasting Polish Stock Indices Volatility Using GARCH Models and High Frequency Data , pp 291-309: Małgorzata Doman
Ch 19 Application of High-Frequency Data in Forecasting Polish Stock Indices by Means of Stochastic Volatility Models , pp 311-328: Ryszard Doman
Ch 20 Application of a Local Polynomial Approximation Chaotic Time Series Prediction , pp 331-346: Witold Orzeszko
Ch 21 DEA Analysis of the Polish Stock Market , pp 347-360: Grzegorz Szafrański