{"id":"https://openalex.org/W1497638771","doi":null,"title":"D\u0142ugookresowe w\u0142asno\u015bci wolumenu obrot\u00f3w i zmienno\u015bci cen akcji na przyk\u0142adzie sp\u00f3\u0142ek z indeksu DJIA","display_name":"D\u0142ugookresowe w\u0142asno\u015bci wolumenu obrot\u00f3w i zmienno\u015bci cen akcji na przyk\u0142adzie sp\u00f3\u0142ek z indeksu DJIA","publication_year":2006,"publication_date":"2006-01-01","ids":{"openalex":"https://openalex.org/W1497638771","mag":"1497638771"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:wut:journl:v:3-4:y:2006:p:29-56","doi":null,"is_oa":false,"landing_page_url":"https://ord.pwr.edu.pl/assets/papers_archive/60%20-%20published.pdf","pdf_url":"https://ord.pwr.edu.pl/assets/papers_archive/60%20-%20published.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021343293","display_name":"Henryk Gurgul","orcid":"https://orcid.org/0000-0002-6192-2995","observed_orcids":["https://orcid.org/0000-0002-6192-2995"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Henryk Gurgul","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-6192-2995","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5052522718","display_name":"Tomasz W\u00f3jtowicz","orcid":"https://orcid.org/0000-0002-9742-3493","observed_orcids":["https://orcid.org/0000-0002-9742-3493"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tomasz W\u00f3jtowicz","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-9742-3493","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"29","last_page":"56"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.8227999806404114,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.8227999806404114,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.11789999902248383,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.042899999767541885,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/long-range-dependence","display_name":"long-range dependence","score":0.9779999852180481},{"id":"https://openalex.org/keywords/trading-volume","display_name":"trading volume","score":0.8560000061988831},{"id":"https://openalex.org/keywords/stock-price-volatility","display_name":"stock price volatility","score":0.8899999856948853},{"id":"https://openalex.org/keywords/absolute-returns","display_name":"absolute returns","score":0.43799999356269836},{"id":"https://openalex.org/keywords/squared-returns","display_name":"squared returns","score":0.8220000267028809},{"id":"https://openalex.org/keywords/long-memory-parameter-estimation","display_name":"long memory parameter estimation","score":0.5329999923706055},{"id":"https://openalex.org/keywords/fractional-integration","display_name":"fractional integration","score":0.6489999890327454},{"id":"https://openalex.org/keywords/cointegration","display_name":"cointegration","score":0.6700000166893005},{"id":"https://openalex.org/keywords/dow-jones-industrial-average","display_name":"Dow Jones Industrial Average","score":0.7080000042915344},{"id":"https://openalex.org/keywords/daily-stock-returns","display_name":"daily stock returns","score":0.5820000171661377}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6978021860122681},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6029418110847473},{"id":"https://openalex.org/C2986394398","wikidata":"https://www.wikidata.org/wiki/Q1805477","display_name":"Long memory","level":3,"score":0.538425087928772},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5053939819335938},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4826241433620453},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.4805094003677368},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4778865575790405},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4731793701648712},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.43611398339271545},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2991718053817749},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.22851023077964783},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2209116518497467},{"id":"https://openalex.org/C95457728","wikidata":"https://www.wikidata.org/wiki/Q309","display_name":"History","level":0,"score":0.09386757016181946},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"pmh:oai:RePEc:wut:journl:v:3-4:y:2006:p:29-56","doi":null,"is_oa":false,"landing_page_url":"https://ord.pwr.edu.pl/assets/papers_archive/60%20-%20published.pdf","pdf_url":"https://ord.pwr.edu.pl/assets/papers_archive/60%20-%20published.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"mag:1497638771","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:wut:journl:v:3-4:y:2006:p:29-56","pdf_url":null,"source":{"id":"https://openalex.org/S2739399646","display_name":"Badania Operacyjne i Decyzje/Operations Research and Decisions","issn_l":"1230-1868","issn":["1230-1868","2081-8858","2391-6060"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-scientific","cwts-core","ddh","doaj","norway-1","poland-70","russia-white-list-4"],"host_organization":"https://openalex.org/P4310317492","host_organization_name":"Wroc\u0142aw University of Science and Technology","host_organization_lineage":["https://openalex.org/P4310317492"],"host_organization_lineage_names":["Wroc\u0142aw University of Science and Technology"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Badania Operacyjne i Decyzje/Operations Research and Decisions","raw_type":null},{"id":"pmh:oai:dbc.wroc.pl:38844","doi":null,"is_oa":false,"landing_page_url":"https://dbc.wroc.pl/dlibra/docmetadata?showContent=true&amp;id=38844","pdf_url":null,"source":{"id":"https://openalex.org/S4210167977","display_name":"Prace Naukowe Uniwersytetu Ekonomicznego we Wroc\u0142awiu","issn_l":"1899-3192","issn":["1899-3192","2392-0041"],"is_oa":false,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","erih-plus","poland-40"],"host_organization":"https://openalex.org/P4322697539","host_organization_name":"Wroclaw University of Economics","host_organization_lineage":["https://openalex.org/P4322697539"],"host_organization_lineage_names":["Wroclaw University of Economics"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"&lt;sygn. PWr A5532II&gt;","raw_type":"artyku\u0142"},{"id":"pmh:oai:www.dbc.wroc.pl:38844","doi":null,"is_oa":false,"landing_page_url":"http://www.dbc.wroc.pl/Content/38844","pdf_url":null,"source":{"id":"https://openalex.org/S4210167977","display_name":"Prace Naukowe Uniwersytetu Ekonomicznego we Wroc\u0142awiu","issn_l":"1899-3192","issn":["1899-3192","2392-0041"],"is_oa":false,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","erih-plus","poland-40"],"host_organization":"https://openalex.org/P4322697539","host_organization_name":"Wroclaw University of Economics","host_organization_lineage":["https://openalex.org/P4322697539"],"host_organization_lineage_names":["Wroclaw University of Economics"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"&lt;sygn. PWr A5532II&gt;","raw_type":"artyku\u0142"},{"id":"mag:1596175103","doi":null,"is_oa":false,"landing_page_url":"http://yadda.icm.edu.pl/yadda/element/bwmeta1.element.baztech-article-BUJ6-0019-0099","pdf_url":null,"source":{"id":"https://openalex.org/S4306503954","display_name":"Badania Operacyjne i Decyzje","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Badania Operacyjne i Decyzje","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":62,"referenced_works":["https://openalex.org/W1598847143","https://openalex.org/W1607973974","https://openalex.org/W1966179084","https://openalex.org/W1966773887","https://openalex.org/W1969960895","https://openalex.org/W1972024464","https://openalex.org/W1973694910","https://openalex.org/W1976955071","https://openalex.org/W1994848727","https://openalex.org/W2000634581","https://openalex.org/W2000789045","https://openalex.org/W2005424182","https://openalex.org/W2017138702","https://openalex.org/W2019810426","https://openalex.org/W2024282289","https://openalex.org/W2025700030","https://openalex.org/W2027874509","https://openalex.org/W2031753087","https://openalex.org/W2033815796","https://openalex.org/W2035256086","https://openalex.org/W2037384889","https://openalex.org/W2045351867","https://openalex.org/W2047621660","https://openalex.org/W2055781590","https://openalex.org/W2062800290","https://openalex.org/W2063827883","https://openalex.org/W2063997710","https://openalex.org/W2065175568","https://openalex.org/W2065541420","https://openalex.org/W2066384319","https://openalex.org/W2069670277","https://openalex.org/W2074648298","https://openalex.org/W2075280911","https://openalex.org/W2077655468","https://openalex.org/W2081353638","https://openalex.org/W2086729180","https://openalex.org/W2090511230","https://openalex.org/W2090879268","https://openalex.org/W2093804588","https://openalex.org/W2110348891","https://openalex.org/W2116807840","https://openalex.org/W2123886534","https://openalex.org/W2128131501","https://openalex.org/W2131773668","https://openalex.org/W2139395482","https://openalex.org/W2141689601","https://openalex.org/W2147284382","https://openalex.org/W2152704622","https://openalex.org/W2153146814","https://openalex.org/W2157403008","https://openalex.org/W2157628315","https://openalex.org/W2161006463","https://openalex.org/W2164718628","https://openalex.org/W2272262202","https://openalex.org/W2275940990","https://openalex.org/W2341760625","https://openalex.org/W3121526400","https://openalex.org/W3122165036","https://openalex.org/W3123103961","https://openalex.org/W3124616545","https://openalex.org/W3125348304","https://openalex.org/W3184417104"],"related_works":["https://openalex.org/W1608157086","https://openalex.org/W2748164762","https://openalex.org/W1994848727","https://openalex.org/W2384968607","https://openalex.org/W2188801766","https://openalex.org/W7055149626","https://openalex.org/W2322215137","https://openalex.org/W7097113692","https://openalex.org/W1494571169","https://openalex.org/W2548105338"],"abstract_inverted_index":{"W":[0],"artykule":[1],"zaprezentowano":[2],"wyniki":[3],"badania":[4],"d\u0142ugiej":[5,34],"pami\u0119ci":[6,35],"wolumenu":[7],"obrot\u00f3w":[8,40],"oraz":[9,20,36,50,75],"zmienno\u015bci":[10],"st\u00f3p":[11,18],"zwrotu":[12,19],"akcji":[13,44],"(mierzonej":[14],"jako":[15,21],"warto\u015bci":[16],"bezwzgl\u0119dne":[17],"ich":[22],"kwadraty)":[23],"najwi\u0119kszych":[24],"sp\u00f3\u0142ek,":[25],"wchodz\u0105cych":[26],"w":[27],"sk\u0142ad":[28],"indeksu":[29],"DJIA.":[30],"Wyestymowane":[31],"zosta\u0142y":[32],"parametry":[33],"zbadano,":[37],"czy":[38,51],"wolumen":[39],"i":[41,94],"zmienno\u015b\u0107":[42],"cen":[43],"maj\u0105":[45],"t\u0119":[46],"sam\u0105":[47],"d\u0142ug\u0105":[48],"pami\u0119\u0107":[49],"s\u0105":[52],"ze":[53],"sob\u0105":[54],"u":[55],"\u0142amkowo":[56],"skointegrowane.":[57],"Obliczenia":[58],"przeprowadzono":[59],"na":[60],"podstawie":[61],"danych":[62],"dziennych":[63],"dla":[64,76],"ca\u0142ego":[65],"okresu":[66],"od":[67],"stycznia":[68],"1990":[69,80],"r.":[70,74],"do":[71],"listopada":[72],"2005":[73],"czterech":[77],"podokres\u00f3w:":[78],"stycze\u0144":[79,84,89,95],"\u2013":[81,86,91,97],"grudzie\u0144":[82,87,92],"1993,":[83],"1994":[85],"1997,":[88],"1998":[90],"2001":[93],"2002":[96],"listopad":[98],"2005.":[99]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}
