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 1 7 125
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 0 1 22 0 0 21 128
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 0 1 16 196
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 1 2 14 80
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) 0 0 0 42 0 0 11 239
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 1 1 1 31 3 3 22 146
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 0 146 1 1 23 440
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 1 1 2 657 6 8 160 2,420

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 1 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 1 1 1 13 1 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 1 1 1 6 1 2 10 44
Total Journal Articles 2 2 2 40 3 7 45 233

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Statistics updated 2026-09-10