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Sebastian Michalski

Personal Details

First Name:Sebastian
Middle Name:
Last Name:Michalski
Suffix:
RePEc Short-ID:pmi252

Affiliation

Zakład Ekonometrii Stosowanej
Szkoła Główna Handlowa w Warszawie

Warszawa, Poland
http://www.sgh.waw.pl/instytuty/zes

: + (48)(22) 49 12 51
+ (48)(22) 49 53 12
02-513 Warszawa, ul. Madalinskiego 6/8
RePEc:edi:dxwawpl (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers 15, Department of Applied Econometrics, Warsaw School of Economics.

Citations

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Working papers

  1. Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers 15, Department of Applied Econometrics, Warsaw School of Economics.

    Cited by:

    1. Gulich, Damián & Zunino, Luciano, 2014. "A criterion for the determination of optimal scaling ranges in DFA and MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 397(C), pages 17-30.

More information

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