Piotr Łukasiewicz and Arkadiusz Orłowski
The results showing relationships between distributions of individual incomes and incomes of two-earners households are presented. It is shown that individual incomes are very well described by Dagum's distributions. Income distributions in two quite different countries (USA and Poland) are studied for comparison. Obtained results show very striking and interesting differences.
Physica A Vol. 344, 1-2
Aug 23, 2004
Aug 20, 2004
Application of bootstrap to detecting chaos in financial time series
Katarzyna Brzozowska-Rup and Arkadiusz Orłowski
A moving blocks bootstrap procedure is used to investigate the dynamics of nominal exchange rates and the return rates of the US Dollar against the Polish Zloty. The problem if these financial time series exhibit chaotic behavior is undertaken. A possibility of detecting the presence of a positive Lyapunov exponent is studied.
Physica A. 344, 1-2
A moving blocks bootstrap procedure is used to investigate the dynamics of nominal exchange rates and the return rates of the US Dollar against the Polish Zloty. The problem if these financial time series exhibit chaotic behavior is undertaken. A possibility of detecting the presence of a positive Lyapunov exponent is studied.
Physica A. 344, 1-2
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