@misc{Konieczny_Piotr_Komputerowe_2002,
 author={Konieczny, Piotr},
 copyright={Creative Commons Attribution BY 4.0 license},
 address={Warszawa},
 journal={Książka = Book},
 howpublished={online},
 year={2002},
 publisher={Instytut Badań Systemowych. Polska Akademia Nauk},
 publisher={Systems Research Institute. Polish Academy of Sciences},
 language={pol},
 abstract={From theoretical point of view the cointegrated processes are well known in the theory of analysis of financial time series. Practical applications of the cointegrated processes are rather rare. The main reason of that is simple; the classical portfolio analysis is based on investigation of correlation matrices between rates of return, white the cointegrated processes analysis is based on prices of financial instruments. Therefore the classical portfolio analysis is not able to use out long time dependence of analysed variables.},
 type={Text},
 title={Komputerowe wspomaganie zarządzania i procesów decyzyjnych w gospodarce * Techniki informatyczne w bankowości i finansach * Zastosowanie modeli VEC do prognozowania krótkoterminowych stóp procentowych w Polsce},
 URL={http://www.rcin.org.pl/Content/205777/PDF/KS-2002-04-R05P01.pdf},
}