Access Statistics for Mateusz Buczyński
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks | 1 | 2 | 4 | 61 | 1 | 3 | 7 | 94 |
| Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(1,1), CAViaR and the historical simulation models depending on the stability of financial markets | 2 | 4 | 18 | 349 | 4 | 10 | 38 | 717 |
| Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states | 0 | 2 | 7 | 118 | 0 | 4 | 24 | 225 |
| Size does matter. A study on the required window size for optimal quality market risk models | 3 | 5 | 9 | 42 | 3 | 6 | 23 | 113 |
| Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw | 0 | 0 | 1 | 57 | 0 | 0 | 3 | 135 |
| Total Working Papers | 6 | 13 | 39 | 627 | 8 | 23 | 95 | 1,284 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 10 |
| GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks | 1 | 1 | 3 | 3 | 2 | 5 | 14 | 14 |
| Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states | 0 | 1 | 2 | 2 | 0 | 2 | 4 | 4 |
| The importance of window size: a study on the required window size for optimal-quality market risk models | 1 | 1 | 2 | 2 | 2 | 2 | 3 | 3 |
| Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw | 0 | 0 | 0 | 6 | 1 | 2 | 8 | 44 |
| Total Journal Articles | 2 | 3 | 7 | 16 | 5 | 11 | 29 | 75 |
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