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	1	4	30	0	1	5	114
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times	0	0	0	20	0	0	1	102
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution	0	0	0	20	0	0	1	82
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution	0	0	0	31	0	0	2	175
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	1	20	0	0	1	137
On detecting and modeling periodic correlation in financial data	1	1	1	275	1	1	3	628
Optimal bidding strategies on the power market based on the stochastic models	0	0	0	13	0	1	1	62
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)	0	0	0	40	0	0	3	221
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	7	0	0	1	63
Subdynamics of financial data from fractional Fokker-Planck equation	0	0	0	28	0	2	3	119
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description	0	0	2	144	0	0	7	405
The impact of forward trading on the spot power price volatility with Cournot competition	0	0	0	11	0	0	0	94
Total Working Papers	1	2	8	639	1	5	28	2,202

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	1	3	1	1	3	25
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data	0	0	0	2	0	0	1	13
On detecting and modeling periodic correlation in financial data	0	0	0	12	0	0	0	54
Spectral measures of PARMA sequences	0	0	0	16	0	0	0	56
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description	0	0	0	3	0	0	3	30
Total Journal Articles	0	0	1	36	1	1	7	178

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Statistics updated 2023-05-07