Acta Physica Polonica B

Vol. 37, No. 11, November 2006

Table of Contents Acta Physica Polonica B
E. Broszkiewicz-Suwaj  
Electricity Real Options Valuation
 Abstract              Paper (PDF  141 KB)

2955
 
 
S. Czarnik  
Justice in the Shadow of Self-Interest an Experiment on Redistributive Behavior
 Abstract              Paper (PDF  178 KB)

2967
 
 
A. Dyka  
Non-Causal Final Impulse Response Filters for the Maximum Return from Capital Markets
 Abstract              Paper (PDF  178 KB)

2979
 
 
A.Z. Gorski, S. Drozdz, J. Kwapien, P. Oswiecimka  
Complexity Characteristics of Currency Networks
 Abstract              Paper (PDF  1703 KB)

2987
 
 
K. Jaworska  
The Asymptotic Dependence of Elliptic Random Variables
 Abstract              Paper (PDF  214 KB)

2997
 
 
P. Jaworski  
On Value at Risk for Foreign Exchange Rates --- the Copula Approach
 Abstract              Paper (PDF  439 KB)

3005
 
 
A. Kleczkowski, B. Dybiec, C.A. Gilligan  
Economic and Social Factors in Designing Disease Control Strategies for Epidemics on Networks
 Abstract              Paper (PDF  172 KB)

3017
 
 
M. Kozlowska, R. Kutner  
Dynamics of the Warsaw Stock Exchange Index as Analysed by the Nonhomogeneous Fractional Relaxation Equation
 Abstract              Paper (PDF  543 KB)

3027
 
 
J. Kwapien, S. Drozdz, A.Z. Gorski, P. Oswiecimka  
Asymmetric Matrices in an Analysis of Financial Correlations
 Abstract              Paper (PDF  230 KB)

3039
 
 
K. Malarz, Z. Szvetelszky, B. Szekf, K. Kulakowski  
Gossip in Random Networks
 Abstract              Paper (PDF  165 KB)

3049
 
 
M. Nawojczyk  
Universalism Versus Particularism Through the European Social Survey Lenses
 Abstract              Paper (PDF  145 KB)

3059
 
 
J. Nowicka-Zagrajek, A. Wylomanska  
The Dependence Structure for PARMA Models with \alpha -Stable Innovations
 Abstract              Paper (PDF  199 KB)

3071
 
 
P. Oswiecimka, J. Kwapień, S. Drozdz, A.Z. Gorski, R. Rak  
Multifractal Model of Asset Returns Versus Real Stock Market Dynamics
 Abstract              Paper (PDF  256 KB)

3083
 
 
A. Pajor  
Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate Stochastic Volatility Models
 Abstract              Paper (PDF  136 KB)

3093
 
 
M. Pipien  
Bayesian Comparison of GARCH Processes with Skewness Mechanism in Conditional Distributions
 Abstract              Paper (PDF  357 KB)

3105
 
 
R. Rak, S. Drozdz, J. Kwapien, P. Oswiecimka  
Correlation Matrix Decomposition of WIG20 Intraday Fluctuations
 Abstract              Paper (PDF  302 KB)

3123
 
 
W. Slomczynski, K. Zyczkowski  
Penrose Voting System and Optimal Quota
 Abstract              Paper (PDF  569 KB)

3133
 
 
M. Snarska, J. Krzych  
Automatic Trading Agent. RMT Based Portfolio Theory and Portfolio Selection
 Abstract              Paper (PDF  492 KB)

3145
 
 
M. Szydlowski, A. Krawiec  
On Capital Dependent Dynamics of Knowledge
 Abstract              Paper (PDF  235 KB)

3161
 
 
M. Wasko, K. Kulakowski  
Efficiency of Pair Formation in a Model Society
 Abstract              Paper (PDF  151 KB)

3171
 
 
R. Wojnar  
The Average Behaviour of Financial Market by 2 Scale Homogenisation
 Abstract              Paper (PDF  116 KB)

3177
 
 
M. Zaluska-Kotur, K. Karpio, A. Orlowski  
Comparison of Gain--Loss Asymmetry Behavior for Stocks and Indexes
 Abstract              Paper (PDF  262 KB)

3187
 
 
Table of Contents Acta Physica Polonica B