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 5 95 3 5 45 154
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts 0 0 15 15 8 26 56 56
Total Working Papers 1 1 20 110 11 31 101 210

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 3 7 73
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance 1 1 1 2 2 5 27 34
Conformable Models for GARCH Processes 0 0 0 8 2 2 4 44
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 2 22
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression 0 0 1 12 4 5 25 81
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies 0 1 7 13 14 32 70 102
Forecasting: theory and practice 0 3 11 61 31 83 189 498
How to Increase Accuracy of Volatility Forecasts Based on GARCH Models 0 0 0 18 0 3 6 66
Improving forecasts with the co-range dynamic conditional correlation model 0 0 1 3 1 2 10 28
Improving volatility forecasts: Evidence from range-based models 0 1 2 11 2 12 27 46
Low and high prices can improve covariance forecasts: The evidence based on currency rates 0 0 0 4 2 5 12 31
Low and high prices can improve volatility forecasts during periods of turmoil 0 0 0 9 1 3 11 63
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices 0 0 0 44 2 3 14 156
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices 0 0 3 8 1 12 33 52
Modelling Financial Processes with Long Memory in Mean and Variance 0 0 0 13 2 2 5 67
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis 0 0 0 7 1 1 8 57
Nonlinear Granger causality between grains and livestock 0 0 0 0 4 4 6 8
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 3 4 14 145
Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange 0 0 0 9 2 4 4 53
Range-based DCC models for covariance and value-at-risk forecasting 0 0 3 16 0 1 18 68
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies 0 0 4 8 1 10 38 49
Total Journal Articles 1 6 33 301 75 196 530 1,780

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 1 1 1 6
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 1 1 3 28

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Statistics updated 2026-05-06