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 1 2 0 0 6 18
Total Working Papers 0 0 1 2 0 0 6 18


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 8 48
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 1 1 24 83
Fractal dimension of time series as a measure of investment risk 0 0 0 72 0 0 5 214
How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors 0 0 1 3 0 1 7 51
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient 0 0 0 25 0 1 17 126
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 0 1 16 147
Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji 0 0 1 5 0 0 13 30
Properties of STUR Processes in the Framework of Chaos Theory 0 0 0 3 0 0 9 47
The new method of measuring the effects of noise reduction in chaotic data 0 0 0 3 0 2 9 17
Total Journal Articles 0 0 3 165 1 6 108 763


Statistics updated 2026-10-11