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dr inż. Marcin Potrykus
Employment
- Assistant professor at Department of Finance
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GSADF test results for the art market and 25 stock exchange indices
Open Research DataThe dataset contains data illustrating the results of detecting and data-stamping price explosivity periods in the art market, represented by 35 indices from Art Market Research and 25 stock exchange indices (LSEG). The files contain:• 01_diagnostics_gsadf – summary of results for analysed time series.• 02_st_value – obtained statistical test...
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GSADF test results for the art market
Open Research DataThe dataset contains data illustrating the results of detecting and data-stamping price explosivity periods in the art market, represented by 35 indices from Art Market Research. The files contain:• 01_diagnostics_gsadf – summary of results for analysed time series.• 02_st_value – obtained statistical test value for the GSADF procedure.• 03_st_cv...
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A project to detect and study the co-occurrence of price bubbles
Open Research DataThe dataset contains an R-project with five procedures dedicated to calculating/conducting (in parentheses, the name of the procedure is given):
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GSADF test results for national art market (G-7 group) + selected investments
Open Research DataThe dataset contains data illustrating the results of detecting and data-stamping price explosivity periods in national art markets in G-7 countries with additional investments from a second group (MSCI, S&P 500, crude oil, gold and silver). The files contain:• 01_diagnostics_gsadf – summary of results for analysed time series.• 02_st_value...
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