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Joanna Olbrys

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This is information that was supplied by Joanna Olbrys in registering through RePEc. If you are Joanna Olbrys , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Joanna
Middle Name:
Last Name: Olbrys
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RePEc Short-ID: pol146

Email:
Homepage: http://www.jolbrys.republika.pl
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Affiliation

Politechnika Białostocka (Bialystok University of Technology, Faculty of Computer Science)
Homepage: http://www.pb.bialystok.pl
Location: Poland, Bialystok,

Works

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Articles

  1. Joanna Olbrys & Elzbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 51-70.
  2. Joanna Olbrys, 2013. "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 33-50.
  3. Joanna Olbrys, 2013. "Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(S2), pages 145-157, March.
  4. Olbryś Joanna, 2012. "Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds," Folia Oeconomica Stetinensia, De Gruyter Open, vol. 10(2), pages 60-80, January.
  5. Joanna Olbrys, 2011. "ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 185-202.
  6. Joanna Olbrys, 2010. "Three – factor market-timing models with Fama and French’s spread variables," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 91-106.

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