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Publisher
Główny Urząd Statystyczny
Journal
Przegląd Statystyczny
Year
2009
Volume
56
Issue
1
Identifiers
Cover
Volume contents
1
article:
NEW HYBRID MODELS OF MULTIVARIATE VOLATILITY (A BAYESIAN PERSPECTIVE)
(
Osiewalski J.
)
article:
THE RATIONAL EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE AT THE POLISH INTERBANK MARKET
(
Blangiewicz M.
,
Milobedzki P.
), p. 23-39
article:
BAYESIAN PORTFOLIO SELECTION WITH MSV MODELS
(
Pajor A.
), p. 40-55
article:
PANEL UNIT ROOT TESTS - POTENTIAL AND LIMITATIONS (Panelowe testy stacjonarnosci - mozliwosci i ograniczenia)
(
Strzala K.
), p. 56-73
article:
SIMPLE METHOD FOR INPUT SELECTION IN DEA MODELS (Prosta metoda doboru zestawu nakladów w modelach DEA)
(
Guzik B.
), p. 74-90
article:
THE FORWARD PREMIUM PUZZLE - THEORETICAL ANALYSIS WITH A USE OF MONTE-CARLO EXPERIMENT (Problem premii forward na rynku walutowym - analiza teoretyczna z zastosowaniem eksperymentu Monte-Carlo)
(
Raczko M.
), p. 91-106
article:
THE IMPACT OF THE LAGGED CONDITION VARIABLES ON THE CHANGES TO THE RATES OF RETURN ON THE SHARES QUOTED ON THE WARSAW STOCK EXCHANGE (Polish title - below)
(
Urbanski S.
), p. 107-125
article:
A LOGIT ANALYSIS OF EFFICACY OF CHARTING PATTERNS (Zastosowanie modelu logitowego w weryfikacji skutecznosci analizy formacji cenowych)
(
Grotowski M.
), p. 126-146
article:
MARKOV SWITCHING SV PROCESSES IN MODELLING VOLATILITY OF FINANCIAL TIME SERIES
(
Kwiatkowski L.
), p. 147-168
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