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 4 5 59
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 0 69 0 1 2 224
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 18 1 3 4 45
Interdependence among Capital Markets of Germany, Poland and Baltic States 0 0 0 32 2 6 9 171
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 0 4 7 126
Value-at-Risk with Application of DCC-GARCH Model 0 0 8 236 0 9 32 614
Total Working Papers 0 0 8 441 3 27 59 1,239

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 1 3 4 78
Detecting Risk Transfer in Financial Markets using Different Risk Measures 0 0 0 16 0 9 11 102
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 6 0 3 5 38
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 1 1 12 0 12 20 76
GARCH and SV Models with Application of Extreme Value Theory 0 0 0 13 0 3 5 85
Improving forecasts with the co-range dynamic conditional correlation model 0 0 2 3 0 1 9 26
Range-based DCC models for covariance and value-at-risk forecasting 0 1 5 16 1 13 21 68
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 0 0 6 1 3 5 44
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 0 7 1 7 8 50
Total Journal Articles 0 2 8 86 4 54 88 567

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 3 7 312
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 10 1 6 10 54
Total Chapters 0 0 0 58 2 9 17 366

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Statistics updated 2026-03-04