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 1 25 0 0 3 103
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 0 0 19 0 0 5 97
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution 0 0 0 20 0 1 4 79
Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution 0 0 1 30 0 2 12 163
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 1 19 0 1 10 129
On detecting and modeling periodic correlation in financial data 0 0 1 272 1 1 5 617
Optimal bidding strategies on the power market based on the stochastic models 0 0 0 12 0 1 7 57
Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) 0 0 0 37 0 0 10 204
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 7 0 2 6 59
Subdynamics of financial data from fractional Fokker-Planck equation 0 0 0 23 0 0 7 102
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 2 2 5 134 2 4 24 378
The impact of forward trading on the spot power price volatility with Cournot competition 0 1 1 10 0 2 7 89
Total Working Papers 2 3 10 608 3 14 100 2,077


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 1 1 1 2 1 1 4 18
Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data 0 0 0 2 0 0 0 12
On detecting and modeling periodic correlation in financial data 0 0 0 10 0 0 8 50
Spectral measures of PARMA sequences 0 1 1 16 0 1 3 56
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 2 2 0 0 4 26
Total Journal Articles 1 2 4 32 1 2 19 162


Statistics updated 2020-11-03