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Ekonometria 24/2
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The current issue of the journal “Econometrics Ekonometria. Advances in Applied Data Analysis”, contains six articles. Maciej Oesterreich presents the methods of identification of atypical observations in time series. In the next article, Małgorzata Krzciuk, shows the results of the simulation analyses in a study of the influence of the occurrence of a correlation between random effects on properties of the predictor. The paper by Grażyna Trzpiot concerns the assessment of selected large cities as seniorfriendly, and the analyses were made for selected cities in Poland. The analysis of quarterly unemployment rates from the Labour Force Survey covering Poland’s data stochastic structure as a trend, seasonality and disturbance and to make a prognosis, is the subject of the article by Stanisław Jaworski. In the paper by Dushko Josheski and Mico Apostolov, the effects of the review of the binomial and trinomial models for option pricing, and their convergence to the Black-Scholes model determining option prices are presented. The final article, written by Dominik Krężołek and Grażyna Trzpiot, presents the authors attempts to classify risk which can be observed when one deals with data from the metals market.
| Rok wydania | 2020 |
|---|---|
| Liczba stron | 97 |
| Kategoria | Publikacje darmowe |
| Wydawca | Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu |
| Język publikacji | angielski |
| Informacja o sprzedawcy | ePWN sp. z o.o. |
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Spis treści
| Contents | |
| Introduction VII | |
| Maciej Oesterreich: On the method of identification of atypical observations in time series | 1 |
| Małgorzata K. Krzciuk: On empirical best linear unbiased predictor under a Linear Mixed Model with correlated random effects | 17 |
| Grażyna Trzpiot: Seniors in cities and senior-friendly cities analysis for selected Polish cities – robust taxonomic approach | 30 |
| Stanisław Jaworski: A few remarks on the stochastic structure of the unemployment rate in Poland by gender | 41 |
| Dushko Josheski, Mico Apostolov: A review of the binomial and trinomial models for option pricing and their convergence to the Black-Scholes model determined option prices | 53 |
| Dominik Krężołek, Grażyna Trzpiot: Risk management on the metals market | 86 |
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