Access Statistics for Agnieszka Wyłomańska

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
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 7 124
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 0 2 22 0 5 24 128
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution 0 0 0 21 0 2 9 94
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution 0 0 0 32 0 3 16 195
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 0 2 7 145
On detecting and modeling periodic correlation in financial data 0 0 0 280 0 3 9 642
Optimal bidding strategies on the power market based on the stochastic models 0 0 0 13 0 2 12 78
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) 0 0 0 42 0 7 11 239
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 2 6 71
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 0 30 3 10 19 143
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 0 146 0 4 22 439
The impact of forward trading on the spot power price volatility with Cournot competition 0 0 0 12 0 8 18 114
Total Working Papers 0 0 2 656 3 48 160 2,412

Journal Article File Downloads Abstract Views
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 0 6 10 38
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data 0 0 0 2 0 0 7 20
On detecting and modeling periodic correlation in financial data 0 0 0 12 0 2 8 63
Spectral measures of PARMA sequences 0 0 0 16 0 1 5 63
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 1 5 9 42
Total Journal Articles 0 0 0 38 1 14 39 226

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Statistics updated 2026-06-04