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Prefekt Statistiska institutionen, Professor Kontaktinformation E-post: krzysztof [dot] podgorski [at] stat [dot] lu [dot] se Telefon: +46 72 860 25 21 Mobil: +46 72 860 25 21Organisation Statistiska institutionen Hämtställe: 10 WebbplatsKrzysztof Podgórskis profil i Lunds universitets forskningsportalPersonlig webbplats:https://krys.neocities.orgAndra roller Professor Statistiska institutionen Pu
https://www.ehl.lu.se/krzysztof-podgorski - 2026-09-03
We provide clear-cut evidence for economically and statistically significant multivariate jumps (multi-jumps) occurring simultaneously in stock prices by using a novel nonparametric test based on smoothed estimators of integrated variances. Detecting multi-jumps in a panel of liquid stocks is more statistically powerful and economically informative than the detection of univariate jumps in the mar
In the field of marketing, option framing is a product or service configuration where the consumers customize the package they wish to procure either by adding options to a base model, an initial configuration with a minimum number of essential features, or by subtracting options from a fully-loaded model, a product or service configuration with both essential and all of the optional features. Add
This paper provides a simplified method of exploring the geographical limits of a knowledge shock over the long run. Using a geographically decomposable distance weighed sum of world GDPs by county, differences in differences regression analysis shows that a new university will not only have a positive impact on the local economy, but also on the GDP of nearby counties. Furthermore, challenging th
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Recent literature on L2 vocabulary testing points to a move away from discrete vocabulary testing towards more embedded and integrative approaches. This paper investigates if the way vocabulary is currently tested at English departments at Swedish universities follows this trend. The survey shows that a great majority of universities use discrete and selective vocabulary tests and that the multipl
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