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 1 4 5 16
Total Working Papers 0 0 0 1 1 4 5 16

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 0 3 4 44
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 1 1 12 0 12 20 76
Fractal dimension of time series as a measure of investment risk 0 0 0 72 0 1 2 210
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors 0 0 0 2 1 4 4 48
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient 0 0 0 25 0 4 10 117
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 0 10 10 141
Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji 0 1 1 5 3 9 11 27
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 0 4 5 43
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 0 3 6 13
Total Journal Articles 0 2 2 164 4 50 72 719

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Statistics updated 2026-03-04