Agnieszka Wyłomańska : Citation Profile


Are you Agnieszka Wyłomańska?

Politechnika Wrocławska

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

5

Articles

12

Papers

RESEARCH ACTIVITY:

   9 years (2003 - 2012). See details.
   Cites by year: 2
   Journals where Agnieszka Wyłomańska has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwy8
   Updated: 2019-11-16    RAS profile: 2012-11-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Agnieszka Wyłomańska.

Is cited by:

Weron, Rafał (4)

Nowotarski, Jakub (2)

Uniejewski, Bartosz (2)

Misiorek, Adam (1)

Trueck, Stefan (1)

Lenart, Łukasz (1)

Smith, Michael (1)

Fabozzi, Frank (1)

Cites to:

Weron, Rafał (19)

Burnecki, Krzysztof (6)

Misiorek, Adam (5)

Janczura, Joanna (5)

Weron, Aleksander (4)

Weron, Aleksander (4)

Härdle, Wolfgang (4)

Green, Richard (3)

Cizek, Pavel (3)

Orzeł, Sebastian (2)

Fabozzi, Frank (2)

Main data


Where Agnieszka Wyłomańska has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4

Working Papers Series with more than one paper published# docs
HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology8
MPRA Paper / University Library of Munich, Germany3

Recent works citing Agnieszka Wyłomańska (2018 and 2017)


YearTitle of citing document
2017Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1612.06665.

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2018A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients. (2018). Xie, Jiaquan ; Li, Dongyang ; Zhao, Fuqiang ; Gui, Hailian ; Yao, Zhibin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:332:y:2018:i:c:p:197-208.

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2019A new method to compare the spectral densities of two independent periodically correlated time series. (2019). Roohi, Reza ; Heydari, Mohammad Hossein ; Mahmoudi, Mohammad Reza. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:160:y:2019:i:c:p:103-110.

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2017Fractional Brownian motion time-changed by gamma and inverse gamma process. (2017). Sundar, S ; Wyomaska, A ; Pooczaski, R ; Kumar, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:648-667.

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2017Bivariate sub-Gaussian model for stock index returns. (2017). Jaboska-Sabuka, Matylda ; Wyomaska, Agnieszka ; Teuerle, Marek . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:628-637.

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2019Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215.

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2017A new method to detect periodically correlated structure. (2017). Mahmoudi, Mohammad Reza ; Maleki, Mohsen. In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0705-z.

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2017Periodically correlated modeling by means of the periodograms asymptotic distributions. (2017). Nematollahi, A R ; Mahmoudi, M R ; Soltani, A R. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0748-9.

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Works by Agnieszka Wyłomańska:


YearTitleTypeCited
2008Spectral measures of PARMA sequences In: Journal of Time Series Analysis.
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2004On detecting and modeling periodic correlation in financial data In: Physica A: Statistical Mechanics and its Applications.
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article9
2005On detecting and modeling periodic correlation in financial data.(2005) In: Econometrics.
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This paper has another version. Agregated cites: 9
paper
2009Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data In: Physica A: Statistical Mechanics and its Applications.
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article0
2011Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description In: Physica A: Statistical Mechanics and its Applications.
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article3
2012Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes In: Physica A: Statistical Mechanics and its Applications.
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article2
2010Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution In: MPRA Paper.
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paper2
2011Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution.(2011) In: HSC Research Reports.
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This paper has another version. Agregated cites: 2
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2010Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times In: MPRA Paper.
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2009Subdynamics of financial data from fractional Fokker-Planck equation In: MPRA Paper.
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2003On ARMA(1,q) models with bounded and periodically correlated solutions In: HSC Research Reports.
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2004Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja) In: HSC Research Reports.
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2004Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients In: HSC Research Reports.
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2006Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) In: HSC Research Reports.
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2008The impact of forward trading on the spot power price volatility with Cournot competition In: HSC Research Reports.
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2010Optimal bidding strategies on the power market based on the stochastic models In: HSC Research Reports.
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2011Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description In: HSC Research Reports.
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paper1

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