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  1. 2 Studia Ekonomiczne

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  1. 2 2013

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  1. 1 Domański C.

  2. 1 Zeug-Żebro K.

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Rozkład Lambda-Tukey'a i próba jego zastosowania

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Domański C.
Studia Ekonomiczne
|
2013
|
vol. 152
20-31
EN
In the article the generalized Lambda-Tukey distribution was presented with the following four parameters of: location, scale, skewness and kurtosis. The distribution presented, due to its high flexibility is widely applied, especially when empirical distributions are sophisticated and do not show desired accordance with known classical theoretical distributions. The examples presented on the fitting of the DAX index distribution to the four parameter Tukey distribution turn out to be better than the ones for the beta distribution.
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Badanie wpływu redukcji poziomu szumu losowego na identyfikację chaosu deterministycznego w ekonomicznych szeregach czasowych

100%
Zeug-Żebro K.
Studia Ekonomiczne
|
2013
|
vol. 159
124-135
EN
The aim of the papers is to study the effect of noise reduction, carried out using the nearest neighbor method, on the identification of chaotic dynamics in the selected time series. The tools used to distinguish chaotic time series from random ones will be the BDS statistic and the correlation dimension The test will be conducted based on the economic time series which consist of closing share prices of companies listed on the Warsaw Stock Exchange and the daily exchange rates.
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