Krzysztof Jajuga, Financial Econometrics - 25 Years Later /5
Małgorzata Doman, Information Impact on Stock Price Dynamics /13
Ryszard Doman, Modeling Conditional Dependencies between Polish Financial Returns with Markov-Switching Copula Models /21
Tadeusz Kufel, Paweł Kufel, The Congruence Postulate at the Early Stage of Dynamie Econometric Modeling /29
Paweł Miłobędzki, Orlen or Lotos? Which is Setting Prices at the Wholesale Market for Unleaded Petrol in Poland? /37
Magdalena Osińska, Marcin Fałdziński, GARCH and SV Models with Application of Extreme Yalue Theory /45
Mariola Piłatowska, The Econometric Models Satisfying the Congruence Postulate - an Overview /53
Mateusz Mipień, On the Use of the Family of Beta Distribution in Testing Tradeoff, Between Risk and Retura. Bayesian Analysis for WIG Excess Returns /61
Katarzyna Osiecka, Józef Stawicki, Markov Set-Chains as a Tool for an Analysis of Household Expenditure Structure in Poland 1993-2005 /67
Maria Blangiewicz, Krystyna Strzała, Notes on a Forecasting Procedurę /75
Elżbieta Szulc, Modelling of the Dependence Between the Space-time Processes /85
Jerzy Witold Wiśniewski, Econometric Modeling of Monthly Liąuidity of Smali Enterprise /95
Joanna Bruzda, Output-Capital Nexus in the Solow and Romer Growth Models. LSTR or ESTR Cointegration? /103
Piotr Fiszeder, How to Increase Accuracy of Yolatility Forecasts Based on GARCH Models /111
Joanna Górka, Description of the Kurtosis of Distributions by Selected Models with Sign Function /119
Jacek Kwiatkowski, Bayesian Analysis of Polish Inflation Rates Using RCA and GLL Models /129
Witold Orzeszko, Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series /139
Anna Pajor, Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Yolatility and Stochastic Interest Rates /147
Monika Kosko, Michał Pietrzak, Modeling Financial Time Series Yolatility with Markov Switching Models /155
Piotr Fiszeder, Juliusz Preś, Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange /163
Aneta Włodarczyk, Marcin Zawada, Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland /171
