Access Statistics for Agnieszka Wyłomańska

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients	0	0	0	30	5	6	7	124
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times	0	0	2	22	8	12	18	121
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution	0	0	0	21	1	4	8	92
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution	0	0	0	32	6	12	14	192
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	0	20	2	3	3	141
On detecting and modeling periodic correlation in financial data	0	0	0	280	2	3	5	638
Optimal bidding strategies on the power market based on the stochastic models	0	0	0	13	5	7	10	75
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)	0	0	0	42	0	2	5	232
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	8	2	4	4	69
Subdynamics of financial data from fractional Fokker-Planck equation	0	0	1	30	6	7	12	133
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description	0	0	1	146	5	11	13	429
The impact of forward trading on the spot power price volatility with Cournot competition	0	0	0	12	5	9	10	106
Total Working Papers	0	0	4	656	47	80	109	2,352

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes	0	0	0	3	1	4	5	32
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data	0	0	0	2	5	6	7	20
On detecting and modeling periodic correlation in financial data	0	0	0	12	3	6	6	61
Spectral measures of PARMA sequences	0	0	0	16	2	3	4	61
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description	0	0	0	5	3	3	4	37
Total Journal Articles	0	0	0	38	14	22	26	211

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Statistics updated 2026-02-12