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1	Domański Czesław Application of Runs of Signs Tests in the Statistical Process Control Dynamic Econometric Models, 2004, vol. 6, s. 5-13
2	Jajuga Krzysztof Application of Copula Functions in a Modelling of Relations in Multivariate Financial Time Series Dynamic Econometric Models, 2004, vol. 6, s. 15-24
3	Osiewalski Jacek, Pipień Mateusz Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable Dynamic Econometric Models, 2004, vol. 6, s. 25-36
4	Smoluk Antoni The Stock Market, Elliott's Waves, Cones and Cylinders Dynamic Econometric Models, 2004, vol. 6, s. 37-48
5	Wiśniewski Jerzy Witold The Dynamic Econometric Model in the Studying of Employment Changes in a Small Enterprise Dynamic Econometric Models, 2004, vol. 6, s. 49-63
6	Szmuksta-Zawadzka Maria, Zawadzki Jan On Hierarchic Models for Decade Data with Seasonal Fluctuations Dynamic Econometric Models, 2004, vol. 6, s. 64-73
7	Grzesiak Stefan Kalman Filters and Specification Errors of Hyper-Structure Dynamic Econometric Models, 2004, vol. 6, s. 75-81
8	Kufel Tadeusz General-to-Specific Modelling vs. Congruent Modelling in PcGets Dynamic Econometric Models, 2004, vol. 6, s. 83-92
9	Krauze Kazimierz Modelling the Zloty-Euro Exchange Rate Dynamic Econometric Models, 2004, vol. 6, s. 93-104
10	Osińska Magdalena, Witkowski Maciej The TAR-GARCH Models with Application to Financial Time Series Dynamic Econometric Models, 2004, vol. 6, s. 105-116
11	Piłatowska Mariola Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship Dynamic Econometric Models, 2004, vol. 6, s. 117-126
12	Trzpiot Grażyna, Ganczarek Alicja Risk on the Polish Energy Market Dynamic Econometric Models, 2004, vol. 6, s. 127-136
13	Talaga Liliana Predictors of Non-Stationary ARIMA Processes Dynamic Econometric Models, 2004, vol. 6, s. 137-146
14	Romański Jerzy Some Aspects of Seasonality in Co-integration Analysis Dynamic Econometric Models, 2004, vol. 6, s. 147-157
15	Syczewska Ewa Marta Fractional Integration Parameters Estimation for the PLN and for the Irish Pound Exchange Rates Dynamic Econometric Models, 2004, vol. 6, s. 159-172
16	Szulc Elżbieta The Structure of Interdependence in Dynamic Spatial Models. Remarks on Modelling and Interpretation Dynamic Econometric Models, 2004, vol. 6, s. 173-182
17	Bruzda Joanna Wavelet vs. Spectral Analysis of an Economic Process Dynamic Econometric Models, 2004, vol. 6, s. 183-194
18	Dziawgo Ewa Approximation of Basket Call Option Price Dynamic Econometric Models, 2004, vol. 6, s. 195-201
19	Fiszeder Piotr Dynamic Hedging Portfolios - Application of Bivariate GARCH Models Dynamic Econometric Models, 2004, vol. 6, s. 203-211
20	Górka Joanna, Stempińska Joanna Heteroskedastic Cointegration Dynamic Econometric Models, 2004, vol. 6, s. 213-220
21	Kwiatkowski Jacek, Osińska Magdalena Stochastic Unit Roots Processes - Identification and Application Dynamic Econometric Models, 2004, vol. 6, s. 221-229
22	Orzeszko Witold How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors Dynamic Econometric Models, 2004, vol. 6, s. 231-239
23	Szmit Anna The Analysis of the Forecast Quality Depending on the Length of Forecast Horizon Dynamic Econometric Models, 2004, vol. 6, s. 241-246

BazEkon - Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie

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