Access Statistics for Marcin Faldzinski

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	2	55
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany	0	0	0	69	0	0	2	223
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany	0	0	0	18	0	0	2	42
Interdependence among Capital Markets of Germany, Poland and Baltic States	0	0	0	32	1	1	3	165
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations	0	0	0	67	1	1	4	122
Value-at-Risk with Application of DCC-GARCH Model	1	3	13	236	5	11	31	605
Total Working Papers	1	3	13	441	7	13	44	1,212

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	75
Detecting Risk Transfer in Financial Markets using Different Risk Measures	0	0	0	16	0	1	2	93
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS	0	0	0	6	0	0	2	35
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression	0	0	0	11	5	7	8	64
GARCH and SV Models with Application of Extreme Value Theory	0	0	0	13	2	2	2	82
Improving forecasts with the co-range dynamic conditional correlation model	0	0	2	3	2	2	8	25
Range-based DCC models for covariance and value-at-risk forecasting	0	0	4	15	1	2	8	55
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey	0	0	0	6	0	1	2	41
Volatility estimators in econometric analysis of risk transfer on capital markets	0	0	0	7	1	1	2	43
Total Journal Articles	0	0	6	84	12	17	35	513

Chapter	File Downloads				Abstract Views
Chapter	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	3	4	309
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany	0	0	0	10	1	2	4	48
Total Chapters	0	0	0	58	1	5	8	357

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Statistics updated 2025-12-06