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 5 7 124
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 0 2 22 2 12 22 125
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution 0 0 0 21 0 1 8 92
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution 0 0 0 32 1 7 14 193
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 1 5 6 144
On detecting and modeling periodic correlation in financial data 0 0 0 280 1 4 7 640
Optimal bidding strategies on the power market based on the stochastic models 0 0 0 13 1 7 11 77
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) 0 0 0 42 3 3 8 235
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 2 4 69
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 1 7 12 134
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 2 13 21 437
The impact of forward trading on the spot power price volatility with Cournot competition 0 0 0 12 1 6 11 107
Total Working Papers 0 0 4 656 13 72 131 2,377


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 1 4 32
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data 0 0 0 2 0 5 7 20
On detecting and modeling periodic correlation in financial data 0 0 0 12 1 4 7 62
Spectral measures of PARMA sequences 0 0 0 16 1 4 5 63
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 3 6 7 40
Total Journal Articles 0 0 0 38 5 20 30 217


Statistics updated 2026-04-09