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 1 2 55
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 0 1 69 0 1 5 223
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 18 0 1 2 42
Interdependence among Capital Markets of Germany, Poland and Baltic States 0 0 0 32 1 2 2 164
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 0 0 67 0 1 3 121
Value-at-Risk with Application of DCC-GARCH Model 2 3 16 233 3 6 28 592
Total Working Papers 2 3 17 438 4 12 42 1,197


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 0 0 0 91
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 6 1 1 2 34
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 0 11 0 1 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 1 2 3 0 1 5 19
Range-based DCC models for covariance and value-at-risk forecasting 0 0 2 13 0 1 4 50
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 0 0 6 0 1 1 40
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 1 7 0 0 3 42
Total Journal Articles 0 1 5 82 1 5 17 487


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 1 5 306
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 10 0 2 2 46
Total Chapters 0 0 0 58 1 3 7 352


Statistics updated 2025-07-04