Stanisław Galus' Home Page

Stanisław Galus
Gdańsk, Poland
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Economics

On the distributions of stock price changes on the Stock Exchange in Warsaw, Prace Naukowe WSB w Gdańsku, vol. IX(2011) "Ekonomiczne i społeczno-polityczne problemy współczesnej gospodarki" (June 1999)
Data on the Stock Exchange in Warsaw (July 2003)
A working draft of lecture notes on econometrics (January 2004)
Exchange rates of Polish złoty against the purchasing power parity hypothesis, Pieniądze i Więź, vol. VIII(2005): PDF file, data set (February 2006)
Portfolio optimization on the Polish Stock Market, Prace Naukowe WSB w Gdańsku, vol. I(2008) (August 2008)
Warsaw Stock Exchange index and other stock indices (February 2009)
VaR-based portfolio optimization on the Stock Exchange in Warsaw, Prace Naukowe WSB w Gdańsku, vol. V(2010) (June 2009)
Distributions of stock price changes via normal hidden Markov models, Prace Naukowe WSB w Gdańsku, vol. IX(2011) "Ekonomiczne i społeczno-polityczne problemy współczesnej gospodarki" (November 2010)
A note on modelling asset returns on the Stock Exchange in Warsaw using hidden Markov and Markov-switching models (October 2011)

A Polish proof-reader (December 2003)
Polish lexical analyser (October 2004)
Division of text into sentences: PDF file, archive of source files (August 2005)
Polish lexical analyser, improved version: user manual, archive of source files (November 2008)