Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 2

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Rozkład prawdopodobieństwa
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1

Rozkład prawdopodobieństwa dziennych wypłat z bankomatów

100%
Gurgul H., Suder M.
Wiadomości Statystyczne. The Polish Statistician
|
2013
|
issue nr 4
1-22
XX
W artykule podjęto próbę dopasowania rozkładu sumy dziennych wypłat z bankomatów. Autorzy mieli na celu zbadanie, czy wybrane przez nich rozkłady mogą skutecznie opisywać strukturę statyczną szeregu wypłat z bankomatów. Dodatkowo sprawdzili, czy rodzaj rozkładu, jaki dopasowano do danych ma związek z miejscem, w którym dany bankomat się znajduje (województwo, miejscowość, typ lokalizacji).
EN
ATMs require a continuous connection with the performance management of payments, and distributing cash acceptance, attitude appropriate use of appropriate devices and software, as well as protection against fraud. This paper tries to fit the theoretical distributions to the empirical distribution of withdrawals by ATM installed in Małopolskie and Podkarpackie voivodships. Probability distribution may be useful as a signal to take a risk protection strategy or as a basis for filling ATMs with cash. Knowledge of the probability distribution is essential that the data from the past can be used to draw money management forecasts. (original abstract)
2
Publication available in full text mode
Content available

Modele Copula M-GARCH o rozkładach niezmienniczych na transformacje ortogonalne

100%
Pipień M.
Studia Ekonomiczne
|
2014
|
vol. 203
134-142
EN
We discuss generalisation of the conditional distribution in GARCH model and present empirical analysis indicating its empirical importance. The model is a generalised version of those presented in Pipień (2007, 2010). The flexibility of the construct involves the existence of a set of coordinates along which the fat tails and asymmetry can be modelled. In the conditional distribution both linear and nonlinear dependence between individual returns can be modelled, while the latter being described by the copula function. In the empirical part of the paper the dynamics and dependence of daily returns of WIG20 SPOT and FUTURES are discussed.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.