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Jach, Agnieszka
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1

Reassessing the evidence on factor and portfolio premia:

Jach, Agnieszka ; Antell, Jan
Statistics & Risk Modeling.  0 (2024)  0 - p. , 2024
Link: https://doi.org/10.1515/..
 
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2

Identification of the differencing operator of a non-statio..:

McElroy, Tucker S. ; Jach, Agnieszka
Computational Statistics & Data Analysis.  177 (2023)  - p. 107580 , 2023
Link: https://doi.org/10.1016/..
 
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3

A General Comovement Measure for Time Series:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,
Jach, Agnieszka - p. 279-284 , 2021
Link: https://doi.org/10.1007/..
 
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4

Short-, long- and cross-term comovement of OMXH25 stocks:

Jach, Agnieszka ; Felixson, Karl. (2019)  3 - p. 23-39
Link: http://njb.fi/wp-content..
 
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5

Testing collinearity of vector time series:

McElroy, Tucker S ; Jach, Agnieszka
The Econometrics Journal.  22 (2019)  2 - p. 97-116 , 2019
Link: https://doi.org/10.1093/..
 
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6

Assessment of detailed reaction mechanisms for reproduction..:

Jach, Agnieszka ; Rudy, Wojciech ; Pękalski, Andrzej.
Combustion and Flame.  206 (2019)  - p. 37-50 , 2019
Link: https://doi.org/10.1016/..
 
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7

Assessing scale‐wise similarity of curves with a thick pen:..:

Hartikainen, Saara M. ; Jach, Agnieszka ; Grané, Aurea.
Ecology and Evolution.  8 (2018)  20 - p. 10206-10218 , 2018
Link: https://doi.org/10.1002/..
 
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8

Wavelet semi-parametric inference for long memory in volati..:

Jach, Agnieszka ; Kokoszka, Piotr
Journal of Statistical Computation and Simulation.  87 (2017)  8 - p. 1498-1519 , 2017
Link: https://doi.org/10.1080/..
 
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9

International stock market comovement in time and scale out..:

Jach, Agnieszka
Journal of Empirical Finance.  43 (2017)  - p. 115-129 , 2017
Link: https://doi.org/10.1016/..
 
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10

Investigation of glycerol doping on ignition delay times an..:

JACH, Agnieszka ; CIEŚLAK, Ilona ; TEODORCZYK, Andrzej
Combustion Engines.  169 (2017)  2 - p. 167-175 , 2017
Link: https://doi.org/10.19206..
 
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11

Subsampling Inference for the Autocorrelations of GARCH Pro..:

McElroy, Tucker ; Jach, Agnieszka
Journal of Financial Econometrics.  17 (2017)  3 - p. 495-515 , 2017
Link: https://doi.org/10.1093/..
 
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12

Numerical investigation on low calorific syngas combustion ..:

PYSZCZEK, Rafał ; MAZURO, Paweł ; JACH, Agnieszka.
Combustion Engines.  169 (2017)  2 - p. 53-63 , 2017
Link: https://doi.org/10.19206..
 
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13

The use of the Gelot emulsifier in diclofenac sodium semi-s..:

Berner-Strzelczyk, Aneta ; Jach, Agnieszka ; Kolodziejska, Justyna...
Current Issues in Pharmacy and Medical Sciences.  30 (2017)  1 - p. 43-49 , 2017
Link: https://doi.org/10.1515/..
 
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14

Corrigendum to 'Subsampling Inference for the Mean of Heavy..:

Jach, Agnieszka ; McElroy, Tucker S. ; Politis, Dimitris N.
Journal of Time Series Analysis.  37 (2016)  5 - p. 713-720 , 2016
Link: https://doi.org/10.1111/..
 
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15

Subsampling inference for the autocovariances and autocorre..:

McElroy, Tucker ; Jach, Agnieszka
Journal of Time Series Analysis.  33 (2012)  6 - p. 935-953 , 2012
Link: https://doi.org/10.1111/..
 
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