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A minimum spanning tree analysis of the Polish stock market

Tomeczek, Artur F. - In: Journal of economics & management 44 (2022) 1, pp. 420-445

Aim/purpose - This article aims to explore the network topology of the stock market in Poland during the COVID-19 pandemic. Design/methodology/approach - Kruskal's algorithm was used to find the minimum spanning trees (MST) of three undirected correlation networks: MST1 (December 2019 - August...

Persistent link: https://www.econbiz.de/10014325024

On robust model selection within the Cox model

Bednarski, Tadeusz; Mocarska, Edyta - In: The econometrics journal 9 (2006) 2, pp. 279-290

Persistent link: https://www.econbiz.de/10003352037

Forecasting financial markets: theory and applications

Milo, Władysław (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003336353

Ekonometryczny pomiar efektywno´sci ekonomicznej instytucji finansowych. Stochastyczny model graniczny kosztów

Barburski, Jacek - In: Bank i kredyt 41 (2010) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10003944137

Changes in inflation dynamics under inflation targeting? : evidence from Central European countries

Baxa, Jaromír; Plašil, Miroslav; Vašíček, Bořek - In: Economic modelling 44 (2015), pp. 116-130

Persistent link: https://www.econbiz.de/10011326274

Modeling gas prices in Poland with an application of the Vector Autoregression Method (VAR)

Mentel, Grzegorz - In: Folia oeconomica Stetinensia : FOS 12 (2012) 2, pp. 46-57

Persistent link: https://www.econbiz.de/10010241688

Weryfikacja modeli krzywej dochodowości na potrzeby polityki pieniężnej NBP

Dziwok, Ewa - 2013

Persistent link: https://www.econbiz.de/10010345877

Modelowanie wielowymiarowych struktur danych i analiza ryzyka

Trzpiot, Grażyna (ed.) - 2015

Persistent link: https://www.econbiz.de/10011526489

Randomness or stock-flow : which mechanism describes labour market matching in Poland?

Gałecka-Burdziak, Ewa - 2016

Persistent link: https://www.econbiz.de/10011487293

Modelowanie przemian strukturalnych polskiego rolnictwa

Wąs, Adam - 2013

Persistent link: https://www.econbiz.de/10010408638

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