Wykaz publikacji wybranego autora

Anna Czapkiewicz, dr hab., prof. AGH

profesor nadzwyczajny

Wydział Zarządzania
WZ-spzme, Samodzielna Pracownia Zastosowań Matematyki w Ekonomii

  • 2018

    [dyscyplina 1] dziedzina nauk społecznych / ekonomia i finanse

[poprzednia klasyfikacja] obszar nauk społecznych / dziedzina nauk ekonomicznych / ekonomia

Identyfikatory Autora Informacje o Autorze w systemach zewnętrznych

ORCID: 0000-0002-6144-8381 połącz konto z ORCID

ResearcherID: K-9242-2015

Scopus: 56095525700

PBN: 5e70923a878c28a04739203b

OPI Nauka Polska

System Informacyjny AGH (SkOs)

1
  • A simulation study of the utility clustering algorithm of financial time series based on the Copula-GARCH model
2
  • A simulation study of the utility the Copula-GARCH model for clustering algorithm of financial time series
3
  • A tale of two states: an application of a Markov switching model to anomaly returns
4
  • An application of factor pricing models to the Polish stock market
5
  • Clustering financial data using Copula-GARCH model in an application for main market stock returns
6
  • Digesting anomalies in emerging European markets: A comparison of factor pricing models
7
8
  • Dynamic stock markets clustering
9
  • Effects of macroeconomic indicators on the financial markets interrelations
10
  • Empirical verification of world's regions profitability in dynamic international investment strategy
11
12
  • Estimating and testing asset pricing models in Poland: alternative methods
13
  • Explaining equity anomalies in frontier markets: a horserace of factor pricing models
14
  • Factors affecting employee satisfaction – based on empirical research
15
  • Grouping stock markets with time-varying copula-GARCH model
16
  • Idiosyncratic risk and cross-section of stock returns in emerging European markets
17
  • Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
18
  • Intraday contagion and tail dependence between stock markets in Frankfurt, Vienna and Warsaw
19
  • n-3 Fatty acids regulate the inflammatory-state related genes in the lung epithelial cells exposed to polycyclic aromatic hydrocarbons
20
  • On estimation of parameters in the bivariate linear errors-in-variables model
21
  • Plasma fatty acid profile in multiple myeloma patients
22
23
  • Selected approaches for testing asset pricing models using Polish stock market data
24
  • Spatial contagion between stock markets in Central Europe
25
  • The CAPM and Fama-French models in Poland