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 | 5 | 62 | 0 | 3 | 9 | 98 |
| 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 | 1 | 3 | 12 | 352 | 1 | 4 | 26 | 722 |
| Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states | 0 | 0 | 3 | 118 | 0 | 0 | 10 | 225 |
| Size does matter. A study on the required window size for optimal quality market risk models | 1 | 1 | 7 | 43 | 2 | 9 | 23 | 122 |
| Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw | 0 | 0 | 0 | 57 | 0 | 2 | 4 | 138 |
| Total Working Papers | 2 | 5 | 27 | 632 | 3 | 18 | 72 | 1,305 |
| 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 | 0 | 1 | 4 | 4 | 1 | 3 | 13 | 17 |
| Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states | 0 | 0 | 2 | 2 | 0 | 0 | 4 | 4 |
| The importance of window size: a study on the required window size for optimal-quality market risk models | 0 | 0 | 3 | 3 | 1 | 4 | 8 | 8 |
| Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw | 0 | 0 | 1 | 7 | 4 | 6 | 13 | 53 |
| Total Journal Articles | 0 | 1 | 10 | 19 | 6 | 13 | 38 | 92 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail