Access Statistics for Piotr Fiszeder

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
Forecasting: theory and practice 1 1 6 96 1 5 46 159
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts 0 0 15 15 0 5 61 61
Total Working Papers 1 1 21 111 1 10 107 220

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new look at variance estimation based on low, high and closing prices taking into account the drift 0 0 0 16 0 0 7 73
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance 0 0 1 2 1 4 31 38
Conformable Models for GARCH Processes 0 0 0 8 1 1 5 45
Dynamic Hedging Portfolios - Application of Bivariate GARCH Models 0 0 0 10 0 0 0 37
Exchange Rate Covariance Modelling by Means of Minimum and Maximum Prices (Modelowanie kowariancji kursow walutowych z zastosowaniem cen minimalnych i maksymalnych) 0 0 0 2 1 1 3 23
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 0 1 25 82
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies 1 3 9 16 2 9 78 111
Forecasting: theory and practice 2 4 13 65 8 23 187 521
How to Increase Accuracy of Volatility Forecasts Based on GARCH Models 0 0 0 18 0 0 6 66
Improving forecasts with the co-range dynamic conditional correlation model 0 0 0 3 0 0 6 28
Improving volatility forecasts: Evidence from range-based models 1 2 4 13 1 4 28 50
Low and high prices can improve covariance forecasts: The evidence based on currency rates 0 0 0 4 0 2 13 33
Low and high prices can improve volatility forecasts during periods of turmoil 0 0 0 9 0 7 18 70
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices 0 0 0 44 0 0 14 156
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices 1 1 2 9 1 7 37 59
Modelling Financial Processes with Long Memory in Mean and Variance 0 0 0 13 0 0 5 67
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis 0 0 0 7 0 1 9 58
Nonlinear Granger causality between grains and livestock 0 0 0 0 0 1 7 9
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 1 2 16 147
Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange 0 0 0 9 0 0 4 53
Range-based DCC models for covariance and value-at-risk forecasting 0 0 2 16 2 3 20 71
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies 1 1 5 9 1 4 38 53
Total Journal Articles 6 11 37 312 19 70 557 1,850

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Asset Allocation - Markowitz Model 0 0 0 9 0 0 1 18
Forecasting the Volatility of the Polish Stock Index - WIG20 0 0 0 0 0 1 2 7
Pricing the WIG20 Index Options Using GARCH Models 0 0 0 1 0 0 0 1
Test of the CAPM Model with Time-Varying Covariances for the Polish Stock Market 0 0 0 3 0 0 0 3
Testing the Arbitrage Pricing Model with a Factor Garch Model for the Polish Stock Market 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 13 0 1 3 29

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Statistics updated 2026-08-07