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PL EN

Journal

Studia Ekonomiczne

2014 | 191 | 7-14

Article title

Analiza porównawcza średniego odsetka czasu przebywania w pierwszej i drugiej połowie dnia - badania empiryczne

Authors

Tadeusz Czernik , Daniel Iskra

Content

Full texts:
01_T.Czernik_D.Iskra_Analiza_porownawcza.pdf

Title variants

EN
Comparative Analysis of the Relative Occupation Time of the First and Second Half of the Day - Empirical Research

Languages of publication

PL

Abstracts

EN
In the paper, authors present the analysis of the relative occupation time. The ana- lysis concerns the mean of relative occupatio n time determined on the basis of the stock price taken from the first and second half of the day. The presented analysis does not exhaust the family of possible applica tions of occupation time functional.

Keywords

PL
EN

Publisher

Uniwersytet Ekonomiczny w Katowicach

Journal

Studia Ekonomiczne

Year

2014

Volume

191

Pages

7-14

Physical description

Contributors

author
Tadeusz Czernik
author
Daniel Iskra

References

  • Bayraktar E., Young V.R., Optimal Investment Strategy to Minimize Occupation Time, "Annales of Operations Research" 2010, No. 176, s. 389-408.
  • Cai N., Chen N., Wan X., Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options, "Mathematics of Operations Research" 2010, Vol. 35, No. 2, s. 412-437.
  • Czernik T., Czas przebywania - potencjalne zastosowania. Geometryczny ruch Browna, Polskie Towarzystwo Ekonomiczne, Katowice 2013.
  • Darling D.A., Kac M., On Occupation Times for Markoff Processes, "Transactions of AMS" 1957, No. 84, s. 444-458.
  • Pechtl A., Distributions of Occupation Times of Brownian Motion with Drift, "Journal of Applied Mathematics & Decision Sciences" 1999, 3(1), s. 41-62.
  • Sharp N.J., Johnson P.V., Newton D.P., Duck P.W., A New Prepayment Model (with Default): An Occupation-Time Derivative Approach, "Journal of Real Estate Finance and Economic" 2009, No. 39, s. 118-145.
  • Wywiał J., Wprowadzenie do wnioskowania statystycznego, Wydawnictwo Akademii Ekonomicznej, Katowice 2004.

Document Type

Publication order reference

Identifiers

ISSN
2083-8611

YADDA identifier

bwmeta1.element.desklight-c56b07c3-fd61-41c4-bfc7-dea34c28326e
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