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 0 0 0 53
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 2 69 0 1 5 221
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 18 0 0 0 40
Interdependence among Capital Markets of Germany, Poland and Baltic States 0 0 0 32 0 0 0 162
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 1 1 1 119
Value-at-Risk with Application of DCC-GARCH Model 2 4 17 227 5 8 30 581
Total Working Papers 2 4 19 432 6 10 36 1,176


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 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 0 0 1 33
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 11 0 0 3 56
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 0 0 1 0 0 3 17
Range-based DCC models for covariance and value-at-risk forecasting 0 0 2 11 0 0 6 47
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 0 0 6 0 0 0 39
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 1 7 1 1 3 42
Total Journal Articles 0 0 4 78 1 1 17 479


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 0 2 6 305
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 10 0 0 0 44
Total Chapters 0 0 0 58 0 2 6 349


Statistics updated 2025-02-05