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 1 18 2 2 8 49
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 3 62 2 3 26 191
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 1 1 18 0 1 3 34
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 1 6 61 0 2 24 95
Total Working Papers 0 2 11 159 4 8 61 369


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 1 1 64
Detecting Risk Transfer in Financial Markets using Different Risk Measures 0 0 0 16 0 0 5 86
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 1 4 0 0 2 29
GARCH and SV Models with Application of Extreme Value Theory 0 0 0 13 1 1 8 72
Total Journal Articles 0 0 1 40 2 2 16 251


Statistics updated 2020-09-04