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 0 0 9 90 2 6 25 112
Total Working Papers 0 0 9 90 2 6 25 112

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 1 16 0 0 1 66
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance 0 0 0 1 0 0 3 7
Conformable Models for GARCH Processes 0 0 0 8 0 0 0 40
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 0 0 0 20
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 0 11 0 1 1 57
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies 0 0 2 6 0 2 7 32
Forecasting: theory and practice 1 3 14 52 6 29 129 329
How to Increase Accuracy of Volatility Forecasts Based on GARCH Models 0 0 0 18 0 0 0 60
Improving forecasts with the co-range dynamic conditional correlation model 0 1 2 3 0 1 5 19
Improving volatility forecasts: Evidence from range-based models 0 0 6 9 0 1 14 20
Low and high prices can improve covariance forecasts: The evidence based on currency rates 0 0 0 4 0 2 3 20
Low and high prices can improve volatility forecasts during periods of turmoil 0 0 1 9 0 1 4 52
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices 0 0 0 44 0 0 3 142
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices 0 0 4 5 0 0 11 19
Modelling Financial Processes with Long Memory in Mean and Variance 0 0 1 13 0 0 1 62
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis 0 0 0 7 0 0 4 49
Nonlinear Granger causality between grains and livestock 0 0 0 0 0 1 1 2
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 0 0 1 131
Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange 0 1 1 9 0 1 1 49
Range-based DCC models for covariance and value-at-risk forecasting 0 0 2 13 0 1 4 50
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies 0 1 4 4 0 6 12 12
Total Journal Articles 1 6 38 271 6 46 205 1,275

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 0 17
Forecasting the Volatility of the Polish Stock Index - WIG20 0 0 0 0 0 0 0 5
Pricing the WIG20 Index Options Using GARCH Models 0 0 0 0 0 0 0 0
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 12 0 0 0 25

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Statistics updated 2025-07-04