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 6 7 124
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 0 2 22 2 12 20 123
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution 0 0 0 21 0 3 8 92
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution 0 0 0 32 0 9 13 192
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 2 4 5 143
On detecting and modeling periodic correlation in financial data 0 0 0 280 1 4 6 639
Optimal bidding strategies on the power market based on the stochastic models 0 0 0 13 1 7 10 76
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) 0 0 0 42 0 0 5 232
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 4 4 69
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 1 30 0 6 11 133
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 1 146 6 12 19 435
The impact of forward trading on the spot power price volatility with Cournot competition 0 0 0 12 0 8 10 106
Total Working Papers 0 0 4 656 12 75 118 2,364

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 2 4 32
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data 0 0 0 2 0 6 7 20
On detecting and modeling periodic correlation in financial data 0 0 0 12 0 5 6 61
Spectral measures of PARMA sequences 0 0 0 16 1 3 4 62
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 5 0 3 4 37
Total Journal Articles 0 0 0 38 1 19 25 212

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Statistics updated 2026-03-04