Contents
MARIOLA PIŁATOWSKA
The Combined Forecasts Using the Akaike Weights
ELŻBIETA SZULC
Modelling of Dynamic Spatial Processes
SYLWESTER BEJGER
Econometric Tools for Detection of Collusion Equilibrium in the Industry
JOANNA GÓRKA
Application of the Family of Sign RCA Models for Obtaining the Selected Risk
Measures
DOROTA GÓRECKA, DOMINIK ŚLIWICKI
Application of Panel Data Models to Exchange Rates' Modeling for Scandinavian
and Central and Eastem European Countries
MILDA MARIA BURZAŁA
The Synchronization of Regional Business Cycles With Nationwide Cycles
MONIKA KOŚKO
Markov Switching Models with Application to Contagion Effect Analysis in the
Capital Markets
ANNA PAJOR
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models
MAREK SZAJT
Estimation of Disproportions in Patent Activity of OECD Countries Using
Spatio-Temporal Methods
ANETA WŁODARCZYK, MARCIN ZAWADA
The Use of Weather Variables in the Modeling of Demand for Electricity in One
of the Regions in the Southern Poland
TOMASZ CHRUŚCIŃSKI
The Study of Interdependence between Capital and Currency Markets Usmg
Multivariate GARCH Models
MARCIN FAŁDZIŃSKI
Application of Modi?ed POT Method With Volatility Model for Estimation of Risk
Measures
ROMAN HUPTAS
Intraday Seasonality in Analysis of UHF Financial Data: Models and Their
Empirical Verification
JAROSŁAW KRAJEWSKI
Estimating and Forecasting GDP in Poland with Dynamic Factor Model
146 pages, Paperback