"Multidimensional data modeling and risk analysis"

Spis treści

Introduction 5

Perception of risk in economic theory (Józef Stawicki) 9

Extended Gini regression coefficient as robust estimator of systematic risk in capital market (Grażyna Trzpiot) 23

Non-parametric econometric models in risk analysis (Dominik Krężołek) 40

Comparative analysis of selected distance measures dedicated to time series (Alicja Ganczarek-Gamrot) 60

A multivariate functional analysis of mortality trends in Europe (Justyna Majewska) 70

Selected relational models of mortality predictions in small regional areas populations in Poland (Agnieszka Orwat-Acedańska) 91

Generalized linear model in the study of determinants of youth unemployment rates in Polish provinces (Magdalena Kawecka) 106

Time series analysis of the number of COVID-19 cases during the pandemic in selected countries (Zuzanna Krysiak, Grażyna Trzpiot) 125

About the Authors 153