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prof Ewa M. Syczewska
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Affiliation:
Warsaw School of Economics
address:
Al. Niepodległości 162, Warsaw, 02-554,
Poland
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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:
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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