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- Agnieszka Wyłomańska

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Affiliation:

Wrocław University of Technology

address: Wybrzeże Wyspiańskiego, Wrocław, 50-370, Poland
phone: +48(71) 3284064
fax: +48(71)3284064
web: http://www.pwr.wroc.pl

Participant:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2006-04-21
ended: 2006-04-22
Presented:
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Measures of dependence for PARMA models with stable innovations

Participant:

3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2007-11-22
ended: 2007-11-24
Presented:
3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
The autocorrelation and autocovariance functions – helpful tools in the modeling problem

Publications:
  1. Financial data analysis by means of coupled continuous-time random walk in Rachev - Rüschendorf model
  2. Measures of dependence for PARMA models with stable innovations
  3. The autocorrelation and autocovariance functions – helpful tools in the modeling problem



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