1
H index
1
i10 index
14
Citations
Narodowy Bank Polski (50% share) | 1 H index 1 i10 index 14 Citations RESEARCH PRODUCTION: 7 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY: 8 years (2006 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbi199 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Katarzyna Bien-Barkowska. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Dynamic Econometric Models | 2 |
Working Papers Series with more than one paper published | # docs |
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CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE) | 3 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2011 | Distribution Choice for the Asymmetric ACD Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
2012 | Does it take volume to move fx rates? Evidence from quantile regressions In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
2014 | Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2014 | âEvery move you make, every step you take, Iâll be watching youâ â the quest for hidden orders in the interbank FX spot market In: Bank i Kredyt. [Full Text][Citation analysis] | article | 0 |
2011 | Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | A multivariate integer count hurdle model: theory and application to exchange rate dynamics In: Studies in Empirical Economics. [Citation analysis] | chapter | 1 |
2006 | A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics.(2006) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Informed and uninformed trading in the EUR/PLN spot market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2011 | An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics In: Journal of Applied Econometrics. [Citation analysis] | article | 12 |
2007 | An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics.(2007) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2006 | Estimating liquidity using information on the multivariate trading process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Estimating liquidity using information on the multivariate trading process.(2006) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper |
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