Elżbieta Majewska

Bear market periods during the 2007–2009 financial crisis: Direct evidence from the Visegrad countries

Joanna Olbryś, Elżbieta Majewska · Acta Oeconomica · 2015 · 32 citations · Full text

Economic Fluctuation, International Financial Crisis, Time Series Econometrics +19

Approximate entropy and sample entropy algorithms in financial time series analyses

Joanna Olbryś, Elżbieta Majewska · Procedia Computer Science · 2022 · 32 citations · Full text

Index Regularity, Engineering, Stock Market Indices +17

Direct Identification of Crisis Periods on the CEE Stock Markets: The Influence of the 2007 U.S. Subprime Crisis

Joanna Olbryś, Elżbieta Majewska · Procedia Economics and Finance · 2014 · 23 citations · Full text

Empirical Finance, Volatility Modeling, Crisis Periods +22

Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach

Joanna Olbryś, Elżbieta Majewska · Quantitative Finance and Economics · 2017 · 20 citations · Full text

Empirical Finance, Volatility Modeling, United Kingdom +17

Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach

Joanna Olbryś, Elżbieta Majewska · Entropy · 2022 · 18 citations · Full text

Turbulence Periods, Volatility Modeling, Engineering +17