Jacek Osiewalski

5 artykuły w 1 czasopismach

TYTUŁ ARTYKUŁU ROK AUTORZY CZYNNOŚCI

Centered and noncentered variance inflation factors for the OLS estimator of a linear function and for the OLS prediction error Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 1992 / Numer 123 / s. 97 - 108

1992

Jacek Osiewalski

CZYSTY TEKST
Jacek Osiewalski, Centered and noncentered variance inflation factors for the OLS estimator of a linear function and for the OLS prediction error, Acta Universitatis Lodziensis. Folia Oeconomica, 1992 / Numer 123, s. 97 - 108

BIBTEX
@Article{ authors = " Jacek Osiewalski", title = "Centered and noncentered variance inflation factors for the OLS estimator of a linear function and for the OLS prediction error", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "1992 / Numer 123", pages = "97 - 108" }
Bayesian analysis of some one-equation nonlinear models (with complicated stochastic structure) Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 1991 / Numer 113 / s. 133 - 141

1991

Jacek Osiewalski

CZYSTY TEKST
Jacek Osiewalski, Bayesian analysis of some one-equation nonlinear models (with complicated stochastic structure), Acta Universitatis Lodziensis. Folia Oeconomica, 1991 / Numer 113, s. 133 - 141

BIBTEX
@Article{ authors = " Jacek Osiewalski", title = "Bayesian analysis of some one-equation nonlinear models (with complicated stochastic structure)", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "1991 / Numer 113", pages = "133 - 141" }
Bayesian prediction in the regression model with nonspherical disturbances Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 1991 / Numer 113 / s. 143 - 159

1991

Jacek Osiewalski

CZYSTY TEKST
Jacek Osiewalski, Bayesian prediction in the regression model with nonspherical disturbances, Acta Universitatis Lodziensis. Folia Oeconomica, 1991 / Numer 113, s. 143 - 159

BIBTEX
@Article{ authors = " Jacek Osiewalski", title = "Bayesian prediction in the regression model with nonspherical disturbances", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "1991 / Numer 113", pages = "143 - 159" }
Bayesian analysis of dynamic conditional correlation using bivariate GARCH models Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2005 / Numer 192 / s. 213 - 227

2005

Jacek Osiewalski Mateusz Pipień

CZYSTY TEKST
Jacek Osiewalski, Mateusz Pipień, Bayesian analysis of dynamic conditional correlation using bivariate GARCH models, Acta Universitatis Lodziensis. Folia Oeconomica, 2005 / Numer 192, s. 213 - 227

BIBTEX
@Article{ authors = " Jacek Osiewalski, Mateusz Pipień", title = "Bayesian analysis of dynamic conditional correlation using bivariate GARCH models", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2005 / Numer 192", pages = "213 - 227" }
Bayesian pricing of an European call option using a GARCH model with asymmetries Opublikowano w: Acta Universitatis Lodziensis. Folia Oeconomica 2004 / Numer 177 / s. 219 - 238

2004

Jacek Osiewalski Mateusz Pipień

CZYSTY TEKST
Jacek Osiewalski, Mateusz Pipień, Bayesian pricing of an European call option using a GARCH model with asymmetries, Acta Universitatis Lodziensis. Folia Oeconomica, 2004 / Numer 177, s. 219 - 238

BIBTEX
@Article{ authors = " Jacek Osiewalski, Mateusz Pipień", title = "Bayesian pricing of an European call option using a GARCH model with asymmetries", journal = "Acta Universitatis Lodziensis. Folia Oeconomica", issue = "2004 / Numer 177", pages = "219 - 238" }