Search Results - person:"Korycka-Bień, Katarzyna" - EconBiz

An inflated Multivariate Integer Count Hurdle model : an application to bid and ask quote dynamics

Korycka-Bień, Katarzyna (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003449949

Estimating liquidity using information on the multivariate trading process

Korycka-Bień, Katarzyna (contributor); … - 2006

In this paper we model the dynamic multivariate density of discrete bid and ask quote changes and their associated depths. We account for the contemporaneous relationship between these trading marks by exploiting the concept of copula functions. Thereby we show how to model truncations of the...

Persistent link: https://www.econbiz.de/10003449915

A Multivariate Integer Count Hurdle model : theory and application to exchange rate dynamics

Korycka-Bień, Katarzyna (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003449930

An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics

Korycka-Bień, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-707

Persistent link: https://www.econbiz.de/10010218082

Przepływ zlece´n a kurs walutowy - badanie mikrostruktury międzybankowego kasowego rynku złotego

Korycka-Bień, Katarzyna - In: Bank i kredyt 41 (2010) 5, pp. 5-39

Persistent link: https://www.econbiz.de/10008698987

A multivariate integer count hurdle model : theory and application to exchange rate dynamics

Korycka-Bień, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: High frequency financial econometrics : recent …, (pp. 31-48). 2008

Persistent link: https://www.econbiz.de/10003579355

Opłaty za korzystanie ze środowiska jako instrument jego ochrony

Borkowska, Ewa - In: Gospodarka planowa : miesie̜cznik poświe̜cony … 42 (1987) 1, pp. 29-33

Persistent link: https://www.econbiz.de/10001032732

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