Dynamic econometric models 8

Publikacja zawiera m.in..
Krzysztof Jajuga, Financial Econometrics - 25 Years Later
Małgorzata Doman, Information Impact on Stock Price Dynamics
Ryszard Doman, Modeling Conditional Dependencies between Polish Financial Returns with Markov-Switching Copula Models
Tadeusz Kufel, Paweł Kufel, The Congruence Postulate at the Early Stage of Dynamie Econometric Modeling
Paweł Miłobędzki, Orlen or Lotos Which is Setting Prices at the Wholesale Market for Unleaded Petrol in Poland
Magdalena Osińska, Marcin Fałdziński, GARCH and SV Models with Application of Extreme Yalue Theory
Mariola Piłatowska, The Econometric Models Satisfying the Congruence Postulate - an Overview