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	18	0	0	4	51
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany	0	1	2	64	0	5	18	206
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany	0	0	1	18	0	0	1	34
Interdependence among Capital Markets of Germany, Poland and Baltic States	1	1	1	28	1	1	13	157
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations	0	1	3	63	0	2	10	103
Value-at-Risk with Application of DCC-GARCH Model	6	11	23	167	19	33	81	430
Total Working Papers	7	14	30	358	20	41	127	981

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	2	2	4	67
Detecting Risk Transfer in Financial Markets using Different Risk Measures	0	0	0	16	1	3	3	89
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS	0	0	0	4	0	0	0	29
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression	0	0	1	1	2	6	12	12
GARCH and SV Models with Application of Extreme Value Theory	0	0	0	13	0	0	3	74
Improving forecasts with the co-range dynamic conditional correlation model	0	1	1	1	0	2	5	9
Range-based DCC models for covariance and value-at-risk forecasting	0	0	1	1	0	0	10	13
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey	0	1	2	5	0	2	18	31
Volatility estimators in econometric analysis of risk transfer on capital markets	0	0	1	5	1	3	9	31
Total Journal Articles	0	2	6	53	6	18	64	355

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	1	5	46	2	7	34	269
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany	0	0	0	9	1	2	6	37
Total Chapters	0	1	5	55	3	9	40	306

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Statistics updated 2021-06-03