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 18 0 0 4 51
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany 0 1 2 64 0 5 18 206
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 1 18 0 0 1 34
Interdependence among Capital Markets of Germany, Poland and Baltic States 1 1 1 28 1 1 13 157
The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations 0 1 3 63 0 2 10 103
Value-at-Risk with Application of DCC-GARCH Model 6 11 23 167 19 33 81 430
Total Working Papers 7 14 30 358 20 41 127 981


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 2 2 4 67
Detecting Risk Transfer in Financial Markets using Different Risk Measures 0 0 0 16 1 3 3 89
ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS 0 0 0 4 0 0 0 29
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 1 2 6 12 12
GARCH and SV Models with Application of Extreme Value Theory 0 0 0 13 0 0 3 74
Improving forecasts with the co-range dynamic conditional correlation model 0 1 1 1 0 2 5 9
Range-based DCC models for covariance and value-at-risk forecasting 0 0 1 1 0 0 10 13
Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey 0 1 2 5 0 2 18 31
Volatility estimators in econometric analysis of risk transfer on capital markets 0 0 1 5 1 3 9 31
Total Journal Articles 0 2 6 53 6 18 64 355


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 1 5 46 2 7 34 269
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany 0 0 0 9 1 2 6 37
Total Chapters 0 1 5 55 3 9 40 306


Statistics updated 2021-06-03