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 1 1 12
Total Working Papers 0 0 0 1 0 1 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 0 0 0 40
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 0 11 2 2 3 59
Fractal dimension of time series as a measure of investment risk 0 0 1 72 1 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 1 25 1 2 3 109
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 0 0 1 17
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 0 0 0 38
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 1 1 2 8
Total Journal Articles 0 0 2 162 5 6 12 655


Statistics updated 2025-10-06