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 1 2 8 126
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 0 0 22 0 0 19 128
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution 0 0 0 21 0 0 8 94
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution 0 0 0 32 1 2 17 197
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 0 0 7 145
On detecting and modeling periodic correlation in financial data 0 0 0 280 0 0 8 642
Optimal bidding strategies on the power market based on the stochastic models 0 0 0 13 0 1 13 80
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) 0 0 0 42 1 1 11 240
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 0 6 71
Subdynamics of financial data from fractional Fokker-Planck equation 0 1 1 31 1 4 22 147
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 0 146 1 2 23 441
The impact of forward trading on the spot power price volatility with Cournot competition 0 0 0 12 0 0 17 114
Total Working Papers 0 1 1 657 5 12 159 2,425

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 12 40
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 1 1 13 0 2 10 65
Spectral measures of PARMA sequences 0 0 0 16 0 1 6 64
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 1 1 6 1 3 11 45
Total Journal Articles 0 2 2 40 1 8 46 234

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11