Malgorzata Snarska

Personal Details

First Name:	Malgorzata
Middle Name:
Last Name:	Snarska
Suffix:
RePEc Short-ID:	psn44
	[This author has chosen not to make the email address public]

Affiliation

Uniwersytet Ekonomiczny w Krakowie

Kraków, Poland
http://www.uek.krakow.pl/
RePEc:edi:aekrapl (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2012. "On Geometric Ergodicity of Skewed - SVCHARME models," Papers 1209.1544, arXiv.org.
   • Rydlewski, Jerzy P. & Snarska, Małgorzata, 2014. "On geometric ergodicity of skewed—SVCHARME models," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 192-197.

   Cited by:

   1. Tadeusz Klecha & Daniel Kosiorowski & Dominik Mielczarek & Jerzy P. Rydlewski, 2018. "New Proposals of a Stress Measure in a Capital and its Robust Estimator," Papers 1802.03756, arXiv.org.

2. Ma{l}gorzata Snarska, 2012. "A Random Matrix Approach to Dynamic Factors in macroeconomic data," Papers 1201.6544, arXiv.org.

   Cited by:

   1. Jerzy Rydlewski & Małgorzata Snarska & Dominik Mielczarek & Daniel Kosiorowski, 2014. "Sparse Methods for Analysis of Sparse Multivariate Data From Big Economic Databases," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(1), pages 111-132, January.

3. Zdzis{l}aw Burda & Andrzej Jarosz & Maciej A. Nowak & Ma{l}gorzata Snarska, 2010. "A Random Matrix Approach to VARMA Processes," Papers 1002.0934, arXiv.org.

   Cited by:

   1. Joongyeub Yeo & George Papanicolaou, 2016. "Random matrix approach to estimation of high-dimensional factor models," Papers 1611.05571, arXiv.org, revised Nov 2017.
   2. Fan Yang & Robert C. Qiu & Zenan Ling & Xing He & Haosen Yang, 2019. "Detection and Analysis of Multiple Events Based on High-Dimensional Factor Models in Power Grid," Energies, MDPI, vol. 12(7), pages 1-16, April.

4. Malgorzata Snarska & Jakub Krzych, 2006. "Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection," Papers physics/0608293, arXiv.org.

   Cited by:

   1. Urbanowicz, Krzysztof & Richmond, Peter & Hołyst, Janusz A., 2007. "Risk evaluation with enhanced covariance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 468-474.
      • Krzysztof Urbanowicz & Peter Richmond & Janusz A. Holyst, 2006. "Risk evaluation with enhaced covariance matrix," Papers physics/0612059, arXiv.org, revised May 2007.
   2. N. C. Suganya & G. A. Vijayalakshmi Pai, 2010. "Pareto‐archived evolutionary wavelet network for financial constrained portfolio optimization," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 17(2), pages 59-90, April.

Articles

1. Jerzy Rydlewski & Małgorzata Snarska & Dominik Mielczarek & Daniel Kosiorowski, 2014. "Sparse Methods for Analysis of Sparse Multivariate Data From Big Economic Databases," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(1), pages 111-132, January.

   Cited by:

   1. Daniel Kosiorowski, 2014. "Functional Regression in Short-Term Prediction of Economic Time Series," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(4), pages 611-626, September.

2. Rydlewski, Jerzy P. & Snarska, Małgorzata, 2014. "On geometric ergodicity of skewed—SVCHARME models," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 192-197.
   • Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2012. "On Geometric Ergodicity of Skewed - SVCHARME models," Papers 1209.1544, arXiv.org.
   See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ECM: Econometrics (4) 2010-02-20 2012-02-15 2012-09-16 2016-04-23
2. NEP-ETS: Econometric Time Series (3) 2010-02-20 2012-09-16 2016-04-23
3. NEP-BEC: Business Economics (1) 2012-02-15
4. NEP-CSE: Economics of Strategic Management (1) 2012-02-15
5. NEP-HRM: Human Capital and Human Resource Management (1) 2012-02-15
6. NEP-MAC: Macroeconomics (1) 2012-02-15

Corrections

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