Access Statistics for Piotr Fiszeder

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Forecasting: theory and practice	1	2	7	92	7	18	33	131
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts	0	14	15	15	0	12	13	13
Total Working Papers	1	16	22	107	7	30	46	144

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	67
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance	0	0	0	1	1	5	7	13
Conformable Models for GARCH Processes	0	0	0	8	1	1	1	41
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	5	7	8	64
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies	1	3	7	11	7	10	19	46
Forecasting: theory and practice	1	1	10	55	12	23	99	366
How to Increase Accuracy of Volatility Forecasts Based on GARCH Models	0	0	0	18	0	1	1	61
Improving forecasts with the co-range dynamic conditional correlation model	0	0	2	3	2	2	8	25
Improving volatility forecasts: Evidence from range-based models	0	1	4	10	2	6	14	29
Low and high prices can improve covariance forecasts: The evidence based on currency rates	0	0	0	4	0	1	3	21
Low and high prices can improve volatility forecasts during periods of turmoil	0	0	1	9	1	3	6	55
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices	0	0	0	44	2	3	5	145
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	0	1	4	8	1	9	16	31
Modelling Financial Processes with Long Memory in Mean and Variance	0	0	1	13	1	1	2	63
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis	0	0	0	7	2	4	6	53
Nonlinear Granger causality between grains and livestock	0	0	0	0	0	0	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	0	1	9	0	0	1	49
Range-based DCC models for covariance and value-at-risk forecasting	0	0	4	15	1	2	8	55
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies	0	1	6	6	7	11	31	31
Total Journal Articles	2	7	41	287	45	89	239	1,405

Chapter	File Downloads				Abstract Views
Chapter	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	1	1	0	0	1	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	1	13	0	0	1	26

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Statistics updated 2025-12-06