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 | 0 | 1 | 3 | 63 | 3 | 18 | 25 | 118 |
| 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 | 0 | 1 | 8 | 355 | 3 | 9 | 35 | 748 |
| Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states | 3 | 3 | 4 | 122 | 10 | 14 | 30 | 255 |
| Size does matter. A study on the required window size for optimal quality market risk models | 0 | 0 | 6 | 45 | 4 | 8 | 30 | 140 |
| Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw | 0 | 0 | 4 | 61 | 2 | 3 | 14 | 149 |
| Total Working Papers | 3 | 5 | 25 | 646 | 22 | 52 | 134 | 1,410 |
| 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 | 1 | 4 | 2 | 4 | 9 | 19 |
| GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks | 0 | 1 | 3 | 5 | 3 | 6 | 21 | 33 |
| Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states | 1 | 2 | 2 | 4 | 4 | 8 | 16 | 20 |
| The importance of window size: a study on the required window size for optimal-quality market risk models | 0 | 1 | 3 | 4 | 2 | 4 | 19 | 20 |
| Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw | 2 | 2 | 4 | 10 | 9 | 13 | 37 | 80 |
| Total Journal Articles | 3 | 6 | 13 | 27 | 20 | 35 | 102 | 172 |
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