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	1	2	55
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany	0	0	1	69	0	1	5	223
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany	0	0	0	18	0	1	2	42
Interdependence among Capital Markets of Germany, Poland and Baltic States	0	0	0	32	1	2	2	164
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations	0	0	0	67	0	1	3	121
Value-at-Risk with Application of DCC-GARCH Model	2	3	16	233	3	6	28	592
Total Working Papers	2	3	17	438	4	12	42	1,197

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	0	0	0	74
Detecting Risk Transfer in Financial Markets using Different Risk Measures	0	0	0	16	0	0	0	91
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS	0	0	0	6	1	1	2	34
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression	0	0	0	11	0	1	1	57
GARCH and SV Models with Application of Extreme Value Theory	0	0	0	13	0	0	1	80
Improving forecasts with the co-range dynamic conditional correlation model	0	1	2	3	0	1	5	19
Range-based DCC models for covariance and value-at-risk forecasting	0	0	2	13	0	1	4	50
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey	0	0	0	6	0	1	1	40
Volatility estimators in econometric analysis of risk transfer on capital markets	0	0	1	7	0	0	3	42
Total Journal Articles	0	1	5	82	1	5	17	487

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	1	1	5	306
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany	0	0	0	10	0	2	2	46
Total Chapters	0	0	0	58	1	3	7	352

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Statistics updated 2025-07-04