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Witold Orzeszko

This is information that was supplied by Witold Orzeszko in registering through RePEc. If you are Witold Orzeszko, 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.

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First Name:Witold
Middle Name:
Last Name:Orzeszko
RePEc Short-ID:por124
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  1. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
  2. Witold Orzeszko, 2010. "Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 97-106.
  3. Witold Orzeszko, 2010. "Fractal dimension of time series as a measure of investment risk," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 41, pages 57-70.
  4. Witold Orzeszko, 2008. "Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 139-146.
  5. Witold Orzeszko, 2006. "Properties of STUR Processes in the Framework of Chaos Theory," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 189-198.
  6. Witold Orzeszko, 2004. "How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 231-240.

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