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prof Ewa M. Syczewska
e-mail: | ***@sgh.waw.pl |
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Warsaw School of Economics
address: | Al. Niepodległości 162, Warsaw, 02-554, Poland | phone: | | fax: | | web: | | |
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began: | 2012-04-19 |
ended: | 2012-04-21 |
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Publications: |
- Behaviour of exchange rates, and logarithmic returns: long memory and cointegration
- Granger causality, transfer entropy and GARCH models
- Granger causality, transfer entropy and GARCH models for financial time series
- On exchange-rate model with stock indices as additional regressors
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