1
H index
0
i10 index
9
Citations
Uniwersytet Mikolaja Kopernika w Toruniu | 1 H index 0 i10 index 9 Citations RESEARCH PRODUCTION: 9 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Witold Orzeszko. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Dynamic Econometric Models | 4 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2010 | Fractal dimension of time series as a measure of investment risk In: Acta Universitatis Nicolai Copernici, Ekonomia. [Full Text][Citation analysis] | article | 1 |
2010 | Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
2004 | How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
2006 | Properties of STUR Processes in the Framework of Chaos Theory In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
2008 | Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
2008 | The new method of measuring the effects of noise reduction in chaotic data In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2012 | Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
2020 | Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies. [Full Text][Citation analysis] | article | 7 |
2018 | Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji In: Bank i Kredyt. [Full Text][Citation analysis] | article | 0 |
2017 | Nonparametric prediction of nonlinear time series. A Monte Carlo study In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
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