Access Statistics for Agnieszka Wyłomańska

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients	0	0	0	30	0	0	2	117
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times	0	0	0	20	1	1	1	104
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution	0	0	0	21	1	1	2	85
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution	0	0	0	32	0	1	2	179
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	0	20	0	0	1	138
On detecting and modeling periodic correlation in financial data	0	0	0	280	0	0	0	633
Optimal bidding strategies on the power market based on the stochastic models	0	0	0	13	0	1	4	66
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)	0	0	0	42	0	0	2	227
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	8	0	0	1	65
Subdynamics of financial data from fractional Fokker-Planck equation	0	0	1	29	1	2	4	123
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description	0	0	0	145	0	0	4	416
The impact of forward trading on the spot power price volatility with Cournot competition	0	0	1	12	0	0	2	96
Total Working Papers	0	0	2	652	3	6	25	2,249

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes	0	0	0	3	0	1	2	28
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data	0	0	0	2	0	0	0	13
On detecting and modeling periodic correlation in financial data	0	0	0	12	0	0	1	55
Spectral measures of PARMA sequences	0	0	0	16	0	1	2	58
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description	0	0	1	5	0	0	2	33
Total Journal Articles	0	0	1	38	0	2	7	187

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Statistics updated 2025-05-12