Access Statistics for Marcin Faldzinski

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
Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej 0 0 0 19 0 2 6 61
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 0 69 2 5 6 229
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 18 1 3 6 48
Interdependence among Capital Markets of Germany, Poland and Baltic States 0 0 0 32 1 2 10 173
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 0 4 9 130
Value-at-Risk with Application of DCC-GARCH Model 0 0 5 236 3 8 33 622
Total Working Papers 0 0 5 441 7 24 70 1,263

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Application of Modified POT Method with Volatility Model for Estimation of Risk Measures 0 0 0 7 1 2 6 80
Detecting Risk Transfer in Financial Markets using Different Risk Measures 0 0 0 16 0 3 14 105
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 6 1 3 8 41
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 1 6 25 82
GARCH and SV Models with Application of Extreme Value Theory 0 0 0 13 0 0 5 85
Improving forecasts with the co-range dynamic conditional correlation model 0 0 0 3 0 2 9 28
Range-based DCC models for covariance and value-at-risk forecasting 0 0 3 16 0 0 18 68
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 0 0 6 0 4 8 48
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 0 7 1 7 15 57
Total Journal Articles 0 0 4 86 4 27 108 594

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany 0 0 0 48 0 5 12 317
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 10 0 2 10 56
Total Chapters 0 0 0 58 0 7 22 373

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Statistics updated 2026-06-04