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Agnieszka Wylomanska
(Agnieszka Wyłomańska)

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This is information that was supplied by Agnieszka Wylomanska in registering through RePEc. If you are Agnieszka Wylomanska , 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: Agnieszka
Middle Name:
Last Name: Wylomanska
Suffix:

RePEc Short-ID: pwy8

Email: [This author has chosen not to make the email address public]
Homepage: http://www.im.pwr.wroc.pl/~wyloman
Postal Address:
Phone:

Affiliation

Hugo Steinhaus Center for Stochastic Methods
Politechnika Wrocławska
Location: Wrocław, Poland
Homepage: http://www.im.pwr.wroc.pl/~hugo/
Email:
Phone: +48-71-3203530
Fax: +48-71-3202654
Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
Handle: RePEc:edi:hspwrpl (more details at EDIRC)

Works

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Working papers

  1. Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska, 2011. "Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description," HSC Research Reports HSC/11/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Wylomanska-, Agnieszka, 2010. "Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution," MPRA Paper 28535, University Library of Munich, Germany, revised 2010.
  3. Sebastian, Orzeł & Agnieszka, Wyłomańska, 2010. "Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times," MPRA Paper 28593, University Library of Munich, Germany.
  4. Magdalena Weglarz & Agnieszka Wylomanska, 2010. "Optimal bidding strategies on the power market based on the stochastic models," HSC Research Reports HSC/10/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Janczura, Joanna & Wyłomańska, Agnieszka, 2009. "Subdynamics of financial data from fractional Fokker-Planck equation," MPRA Paper 30649, University Library of Munich, Germany.
  6. Sandro Sapio & Agnieszka Wylomanska, 2008. "The impact of forward trading on the spot power price volatility with Cournot competition," HSC Research Reports HSC/08/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wylomanska, 2006. "Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)," HSC Research Reports HSC/06/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska, 2005. "On detecting and modeling periodic correlation in financial data," Econometrics 0502006, EconWPA.
  9. Ewa Broszkiewicz-Suwaj & Agnieszka Wylomanska, 2004. "Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)," HSC Research Reports HSC/04/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Agnieszka Wylomanska, 2004. "Asymptotic behavior of measures of dependence for ARMA(1,2) models with stable innovations. Stationary and non-stationary coefficients," HSC Research Reports HSC/04/06, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Aleksander Weron & Agnieszka Wylomanska, 2003. "On ARMA(1,q) models with bounded and periodically correlated solutions," HSC Research Reports HSC/03/03, Hugo Steinhaus Center, Wroclaw University of Technology.

Articles

  1. Wyłomańska, Agnieszka, 2012. "Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5685-5696.
  2. Janczura, Joanna & Orzeł, Sebastian & Wyłomańska, Agnieszka, 2011. "Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4379-4387.
  3. Jurlewicz, Agnieszka & Wyłomańska, Agnieszka & Żebrowski, Piotr, 2009. "Coupled continuous-time random walk approach to the Rachev–Rüschendorf model for financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 407-418.
  4. Agnieszka Wyłomańska, 2008. "Spectral measures of PARMA sequences," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 1-13, 01.
  5. Broszkiewicz-Suwaj, E & Makagon, A & Weron, R & Wyłomańska, A, 2004. "On detecting and modeling periodic correlation in financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 196-205.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2005-04-16 2011-10-09. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2005-04-16 2011-10-09. Author is listed

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