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 2 2 4 57
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 2 3 5 167
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 2 3 6 124
Value-at-Risk with Application of DCC-GARCH Model 0 1 11 236 3 12 32 608
Total Working Papers 0 1 11 441 9 20 51 1,221

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 0 1 1 75
Detecting Risk Transfer in Financial Markets using Different Risk Measures 0 0 0 16 5 6 7 98
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 6 1 1 3 36
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 1 1 1 12 6 11 14 70
GARCH and SV Models with Application of Extreme Value Theory 0 0 0 13 2 4 4 84
Improving forecasts with the co-range dynamic conditional correlation model 0 0 2 3 0 2 8 25
Range-based DCC models for covariance and value-at-risk forecasting 0 0 4 15 1 3 9 56
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 4 5 6 47
Total Journal Articles 1 1 7 85 19 34 54 532

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 1 4 5 310
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 10 4 6 8 52
Total Chapters 0 0 0 58 5 10 13 362

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

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

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc 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

Statistics updated 2026-01-09