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 6 61
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 0 69 0 0 6 229
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 18 1 1 7 49
Interdependence among Capital Markets of Germany, Poland and Baltic States 0 0 0 32 0 0 9 173
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 0 0 9 130
Value-at-Risk with Application of DCC-GARCH Model 0 0 3 236 1 2 30 624
Total Working Papers 0 0 3 441 2 3 67 1,266

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 6 80
Detecting Risk Transfer in Financial Markets using Different Risk Measures 0 0 0 16 0 0 13 105
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 6 0 0 6 41
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 0 0 25 82
GARCH and SV Models with Application of Extreme Value Theory 0 0 0 13 0 2 7 87
Improving forecasts with the co-range dynamic conditional correlation model 0 0 0 3 1 1 6 29
Range-based DCC models for covariance and value-at-risk forecasting 0 0 1 16 1 4 19 72
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 0 0 6 0 2 10 50
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 0 7 0 0 15 57
Total Journal Articles 0 0 2 86 2 9 107 603

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 12 318
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 10 0 0 10 56
Total Chapters 0 0 0 58 0 1 22 374

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Statistics updated 2026-09-10