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 2 55
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 0 69 0 0 3 223
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 0 1 2 164
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 0 0 3 121
Value-at-Risk with Application of DCC-GARCH Model 0 2 14 233 1 5 26 594
Total Working Papers 0 2 14 438 1 6 38 1,199

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 1 1 1 92
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 6 0 2 3 35
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 0 11 0 0 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 0 2 3 1 4 7 23
Range-based DCC models for covariance and value-at-risk forecasting 1 2 4 15 2 3 7 53
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 0 0 6 0 0 1 40
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 1 7 0 0 3 42
Total Journal Articles 1 2 7 84 4 10 24 496

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

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Statistics updated 2025-09-05