Showing 1 - 9 results of 9 for search 'Joanna Olbrys', query time: 0.03s Refine Results
  1. 1
    Three-Factor Market-Timing Models with Fama and French's Spread Variables

    Three-Factor Market-Timing Models with Fama and French's Spread Variables by Joanna Olbryś

    Published 2010-01-01
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    Article
  2. 2
    Entropy-Based Applications in Economics, Finance, and Management

    Entropy-Based Applications in Economics, Finance, and Management by Joanna Olbryś

    Published 2022-10-01
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  3. 3
    Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach

    Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach by Joanna Olbrys, Elzbieta Majewska

    Published 2017-12-01
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  4. 4
    Implications of Market Frictions : Serial Correlations in Indexes on the Emerging Stock Markets in Central and Eastern Europe

    Implications of Market Frictions : Serial Correlations in Indexes on the Emerging Stock Markets in Central and Eastern Europe by Joanna Olbrys, Elżbieta Majewska

    Published 2014-01-01
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  5. 5
    Measurement of Stock Market Liquidity Supported By an Algorithm Inferring the Initiator of a Trade

    Measurement of Stock Market Liquidity Supported By an Algorithm Inferring the Initiator of a Trade by Joanna Olbryś, Michał Mursztyn

    Published 2017-01-01
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  6. 6
    Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses

    Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses by Joanna Olbryś, Natalia Komar

    Published 2023-06-01
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    Article
  7. 7
    An Entropy-Based Approach to Measurement of Stock Market Depth

    An Entropy-Based Approach to Measurement of Stock Market Depth by Joanna Olbryś, Krzysztof Ostrowski

    Published 2021-05-01
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    Article
  8. 8
    Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach

    Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach by Joanna Olbryś, Elżbieta Majewska

    Published 2022-07-01
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  9. 9
    The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach

    The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach by Elżbieta Majewska, Joanna Olbryś

    Published 2017-12-01
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    Article

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