First International Conference Quantitative Methods in...

 on-line journal

Time
Duration
Type
Presenting person
Title

June 19th, Friday

09:00 00:30:00 Oral Carmen García Centeno Estimation of an Asymmetric Stochastic Volatility Model for the EURO STOXX50 index returns and different Polish index returns.
09:30 00:30:00 Oral Tadeusz Waściński Impact of global oil prices on the  PKN Orlen stock price /*
10:00 00:25:00 Oral Tomasz Wiśniewski WIG20short and WIG20lev:new Warsaw Stock Exchange Indexes
10:25 00:25:00 Oral Krzysztof T. Kompa Causality of fear analysis: VIX vs. VWIG20
15:00 00:30:00 Oral Marek Gruszczyński Quantitative methods in accounting research
15:30 00:20:00 Oral Andrzej Karpio The investigation of short term persistence in the relative performance of equity mutual funds operating on polish capital market
15:50 00:30:00 Oral Mariola Chrzanowska A Study on the Stability of Ensemble Trees: Example of the Polish Credit Scoring Application
16:10 00:20:00 Oral Bolesław Borkowski Possibilities of investing on European wheat market with the use of chooser options

June 20th, Saturday

09:00 00:30:00 Oral Tadeusz Waściński A Long- and short-term relationship between sectoral  indexes and the WIG (Warsaw Stock Exchange Index)
09:30 00:30:00 Oral Ewa Tatarczak The efficiency of Warsaw Stock Exchange based on the WIG Indexes
10:00 00:25:00 Oral Grzegorz Koszela Problems of opportunity set in multi-element portfolio.
10:25 00:30:00 Invited oral Dorota Żebrowska-Suchodolska Momentum and winner-loser strategies: Evidence for the Warsaw Stock Exchange
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