Buscar recursos académicos

Barndorff‑Nielsen and Shephard (2001) proposed a class of stochastic volatility models in which the volatility process is the Ornstein‑Uhlenbeck process driven by a Levy process without gaussian component. Parameter ...

The author of this paper has demonstrated that in the period of the ongoing globalization new challenges regarding the creation of competitiveness have appeared. The purpose of this paper is to highlight the need for a n...

One of the most common errors in research on sustainable development is to analyse a set of features describing this development within one set of diagnostic features. Such an approach does not allow for examining the re...

Globalization and the development of modern information technology have contributed to the higher importance of communication technological support and its use between the client and the entrepreneur in the service indus...

As technology advances, there is a growing number of potential data sources that can provide an alternative to traditional surveys. An example of this is the real time search popularity data made available through Google...

The research focuses on Poles’ attitudes towards selected aspects associated with social relations. Responses to the following 6 statements were examined: 1 – People try to help others above all, 2 – Homosexuals sh...

The insurance system is a very important element of the financial system of a state. As institutions of public trust, insurance companies play an important role in the process of transforming savings into investments, wh...

In this paper we present a novel approach for construction of a leading indicator for household demand for debt, i.e. consumer credit demand index. In order to derive the proper set of indicators we first present a theor...

A multi-dimensional approach to understanding spatial differences of public service costs in Central Europe is at the heart of the study. It has become especially challenging to identify the linkages to demographic, eco...

We treat financial markets as complex networks. It is commonplace to create a filtered graph (usually a Minimally Spanning Tree) based on an empirical correlation matrix. In our previous studies we have extended this sta...

Discussions on how to prevent negative economic consequences of ageing of societies have resulted in the reforms that should prolong labour market participation and postpone retirement of longer living generations. Pensi...

In the paper chosen statistical methods concerning analysis of random variable distributions are presented. Investigating modality of distribution is one of the most interesting and important stages in random variable an...

The usage of information as a weapon in the foreign and domestic policies of Russia is not a new phenomenon. Still, the sophistication and intensity of it grow with each passing year. Recently the EU and USA have realize...

The research presented in this article focuses on the urban region of Novosibirsk, which is one of the most industrialized part of Siberia and the Asian part of Russian Federation. To show relationships between the city ...

The automotive market is constantly developing and employing innovative technologies. The new trend of electromobility affects the whole world and is part of the transformation of the economy. Also, the European Union ta...

This work is intended as an attempt to illustrate and compare the pattern of fertility in European countries: Belarus, Croatia, Hungary, Poland, Portugal, Spain, Sweden, and Switzerland. It deals with the analysis of fer...

We discuss semiparametric mixture model where some components are parametrized with common Euclidean parameter and others are fully unknown. We introduce GEE approach and adaptive GEE-based approach for parameter estimat...

Tadeusz Zieliński was an outstanding scholar specialising in Greek and Roman literature as well as an accomplished orator, though nowadays he is not always appreciated. The best example of his vast knowledge and oratori...

Hugo Steinhaus (1887–1972) studied mathematics and philosophy at the Jan Kazimierz University in Lwow. Since 1905 he stayed in Göttingen where in 1911 he obtained his PhD under David Hilbert. In 1920 he became profess...

The aim of the article is to demonstrate how the KLEMS economic productivity accounts for Poland have been performed. The main research problem was to find solutions to certain country‑specific data insufficiencies. On...

This paper investigates the companies listed on WSE in the context of intangibles and financial management. If a company decides to build its strategy on innovation, it will have to manage the finances according to some ...

The aim of the research which is the base for this paper has been answer the question: if Polish equity securities market with foreign market influence the economic growth in Poland? Following hypothesis was formulated: ...

Canonical correlation methods for data representing functions or curves have received much attention in recent years. Such data, known in the literature as functional data (Ramsay and Silverman, 2005), has been the subje...