dc.contributor.author | Jajuga, Krzysztof | |
dc.date.accessioned | 2016-01-14T12:49:42Z | |
dc.date.available | 2016-01-14T12:49:42Z | |
dc.date.issued | 2007 | |
dc.identifier.issn | 0208-6018 | |
dc.identifier.uri | http://hdl.handle.net/11089/16607 | |
dc.description.abstract | The paper describes some relations between econometric models and financial research.
First of all, historical facts about emerging of econometrics and modern finance
are presented. Then the description of financial econometrics, as well as systematization
of the most important models, are given. | pl_PL |
dc.description.sponsorship | Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę. | pl_PL |
dc.language.iso | pl | pl_PL |
dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;205 | |
dc.title | Ekonometria a finanse - historia i współczesność | pl_PL |
dc.title.alternative | Econometrics and finance - history and present times | pl_PL |
dc.type | Article | pl_PL |
dc.rights.holder | © Copyright by Wydawnictwo Uniwersytetu Łódzkiego, Łódź 2007 | pl_PL |
dc.page.number | 81-88 | pl_PL |
dc.contributor.authorAffiliation | Akademia Ekonomiczna im. Oskara Langego we Wrocławiu | pl_PL |
dc.references | Bachelier L. (1900), Theory of speculation, Gauthier-Villars, Paris. | pl_PL |
dc.references | Black F., Scholes M. (1973), The pricing of options and corporate liabilities, Journal of Political Economy, 81, s. 637-654. | pl_PL |
dc.references | Campbell J.Y., Lo A. W., MacKinlay A.С (1997), The econometrics of financial markets, Princeton University Press, Princeton. | pl_PL |
dc.references | Fama E. (1965), The behavior of stock prices, Journal of Business, 37, s. 34-105. | pl_PL |
dc.references | Kendall M.G. (1953), The analysis of time series, part 1: prices, Journal of the Royal Statistical Society, 96, s. 11-25. | pl_PL |
dc.references | Markowitz H.M. (1952), Portfolio selection, Journal of Finance, 7, s. 77-91. | pl_PL |
dc.references | Markowitz H.M. (1959), Portfolio selection - efficient diversification of investments, Yale University Press, New Haven. | pl_PL |
dc.references | Merton R.C. (1973), Theory of rational option pricing, Bell Journal of Economics and Management Science, 4, s. 141-183. | pl_PL |
dc.references | Roberts H.V. (1959), Stock market „patterns" and financial analysis: methodological suggestions. Journal of Finance, 14, s. 1-10. | pl_PL |
dc.references | Roy A.D. (1952), Safety first and holding of assets, Econometrica, 20, s. 431-439. | pl_PL |
dc.references | Sharpe W.F. (1963), A simplified model for portfolio analysis, Management Science, 19, s. 277-293. | pl_PL |
dc.references | Tobin J. (1958), Liquidity preference as behavior towards risk. Review of Economic Studies, 25, s. 65-86. | pl_PL |
dc.references | Working H. (1934), A random difference series for the use in the analysis of time series, Journal of the American Statistical Association, 29, s. 11-24. | pl_PL |