Access Statistics for Agnieszka Wyłomańska

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	118
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times	0	1	1	21	1	3	4	107
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution	0	0	0	21	1	1	3	86
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution	0	0	0	32	0	1	3	180
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	0	20	0	0	1	138
On detecting and modeling periodic correlation in financial data	0	0	0	280	0	1	1	634
Optimal bidding strategies on the power market based on the stochastic models	0	0	0	13	0	0	3	66
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)	0	0	0	42	0	0	2	228
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	8	0	0	1	65
Subdynamics of financial data from fractional Fokker-Planck equation	0	0	1	30	0	0	4	124
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description	0	0	1	146	0	0	4	417
The impact of forward trading on the spot power price volatility with Cournot competition	0	0	1	12	1	1	3	97
Total Working Papers	0	1	4	655	4	8	32	2,260

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	28
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data	0	0	0	2	0	0	0	13
On detecting and modeling periodic correlation in financial data	0	0	0	12	0	0	1	55
Spectral measures of PARMA sequences	0	0	0	16	0	0	2	58
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description	0	0	1	5	1	1	2	34
Total Journal Articles	0	0	1	38	1	1	6	188

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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

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

Statistics updated 2025-09-05