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	0	0	2	118
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times	0	1	2	22	2	4	8	111
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution	0	0	0	21	1	3	6	89
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution	0	0	0	32	3	3	6	183
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	0	20	1	1	2	139
On detecting and modeling periodic correlation in financial data	0	0	0	280	0	1	2	635
Optimal bidding strategies on the power market based on the stochastic models	0	0	0	13	1	3	6	69
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)	0	0	0	42	2	4	6	232
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	8	0	0	1	65
Subdynamics of financial data from fractional Fokker-Planck equation	0	0	1	30	1	3	7	127
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description	0	0	1	146	5	6	9	423
The impact of forward trading on the spot power price volatility with Cournot competition	0	0	0	12	1	1	3	98
Total Working Papers	0	1	4	656	17	29	58	2,289

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	2	2	3	30
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data	0	0	0	2	0	1	1	14
On detecting and modeling periodic correlation in financial data	0	0	0	12	1	1	1	56
Spectral measures of PARMA sequences	0	0	0	16	1	1	2	59
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description	0	0	0	5	0	0	1	34
Total Journal Articles	0	0	0	38	4	5	8	193

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Statistics updated 2025-12-06