Access Statistics for Witold Orzeszko

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nonparametric prediction of nonlinear time series. A Monte Carlo study 0 0 0 1 0 0 1 12
Total Working Papers 0 0 0 1 0 0 1 12


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series 0 0 0 15 1 1 1 41
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 0 11 5 7 8 64
Fractal dimension of time series as a measure of investment risk 0 0 1 72 0 1 2 209
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors 0 0 0 2 0 0 0 44
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient 0 0 0 25 4 5 6 113
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 0 0 1 131
Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji 0 0 0 4 1 1 2 18
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 1 1 1 39
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 1 3 4 10
Total Journal Articles 0 0 1 162 13 19 25 669


Statistics updated 2025-12-06