prof Ewa M. Syczewska

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interest(s):

Affiliation:


Warsaw School of Economics

address: Al. Niepodległości 162, Warsaw, 02-554, Poland
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web:

Participant:


5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2010-11-25
ended: 2010-11-27
Presented:

5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Behaviour of exchange rates, and logarithmic returns: long memory and cointegration

Participant:


6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2012-04-19
ended: 2012-04-21
Presented:

Participant:


Current Economic and Social Topics CEST2013

began: 2013-05-23
ended: 2013-05-24
Presented:

Current Economic and Social Topics CEST2013

On exchange-rate model with stock indices as additional regressors

Participant:


8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2015-11-04
ended: 2015-11-07
Presented:

8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Granger causality, transfer entropy and GARCH models

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

Granger causality, transfer entropy and GARCH models for financial time series

Publications:


  1. Behaviour of exchange rates, and logarithmic returns: long memory and cointegration
  2. Granger causality, transfer entropy and GARCH models
  3. Granger causality, transfer entropy and GARCH models for financial time series
  4. On exchange-rate model with stock indices as additional regressors



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