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 2 6 17
Total Working Papers 0 0 0 1 1 2 6 17

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 2 3 7 47
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 4 5 25 81
Fractal dimension of time series as a measure of investment risk 0 0 0 72 3 3 5 213
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors 0 0 0 2 0 1 4 48
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient 0 0 0 25 5 7 17 124
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 3 4 14 145
Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji 0 0 1 5 1 5 13 29
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 1 3 8 46
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 1 1 7 14
Total Journal Articles 0 0 2 164 20 32 100 747

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Statistics updated 2026-05-06