Katarzyna Bien-Barkowska
Names
| first: |
Katarzyna |
| last: |
Bień-Barkowska |
Identifer
Contact
| postal address: |
Warsaw School of Economics,
Institute of Econometrics,
Department of Applied Econometrics,
Madalińskiego 6/8,
02-513 Warsaw, Poland |
Affiliations
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Narodowy Bank Polski (weight: 50%)
-
Szkoła Główna Handlowa w Warszawie
/ Zakład Ekonometrii Stosowanej (weight: 50%)
Research profile
author of:
- Distribution Choice for the Asymmetric ACD Models (RePEc:cpn:umkdem:v:11:y:2011:p:55-72)
by Katarzyna Bien-Barkowska - "Does it take volume to move fx rates?" Evidence from quantile regressions (RePEc:cpn:umkdem:v:12:y:2012:p:35-52)
by Katarzyna Bien-Barkowska - Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market (RePEc:mes:emfitr:v:50:y:2014:i:1:p:93-117)
by Katarzyna Bień-Barkowska - “Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market (RePEc:nbp:nbpbik:v:45:y:2014:i:3:p:197-224)
by Katarzyna Bień-Barkowska - Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market (RePEc:nbp:nbpmis:104)
by Katarzyna Bień-Barkowska - A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach (RePEc:psc:journl:v:4:y:2012:i:2:p:117-142)
by Katarzyna Bień-Barkowska - A multivariate integer count hurdle model: theory and application to exchange rate dynamics (RePEc:spr:stecpp:978-3-7908-1992-2_3)
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - Unknown item RePEc:taf:apfiec:v:23:y:2013:i:7:p:619-628 (article)
- An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics (RePEc:wly:japmet:v:26:y:2011:i:4:p:669-707)
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - Estimating liquidity using information on the multivariate trading process (RePEc:wse:wpaper:10)
by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier - Estimating liquidity using information on the multivariate trading process (RePEc:zbw:cofedp:0604)
by Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried - A Multivariate Integer Count Hurdle model: Theory and application to exchange rate dynamics (RePEc:zbw:cofedp:0606)
by Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried - An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics (RePEc:zbw:cofedp:0704)
by Bien, Katarzyna & Nolte, Ingmar & Pohlmeier, Winfried