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	3	5	94	11	25	47	149
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts	0	0	15	15	10	17	30	30
Total Working Papers	1	3	20	109	21	42	77	179

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	2	3	5	70
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance	0	0	0	1	1	17	22	29
Conformable Models for GARCH Processes	0	0	0	8	0	2	2	42
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	2	2	2	22
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression	0	1	1	12	6	17	20	76
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies	1	2	7	12	17	31	42	70
Forecasting: theory and practice	2	4	10	58	23	61	129	415
How to Increase Accuracy of Volatility Forecasts Based on GARCH Models	0	0	0	18	2	2	3	63
Improving forecasts with the co-range dynamic conditional correlation model	0	0	2	3	1	3	9	26
Improving volatility forecasts: Evidence from range-based models	0	0	2	10	4	7	16	34
Low and high prices can improve covariance forecasts: The evidence based on currency rates	0	0	0	4	4	5	8	26
Low and high prices can improve volatility forecasts during periods of turmoil	0	0	0	9	5	6	10	60
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices	0	0	0	44	5	10	13	153
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices	0	0	3	8	2	10	22	40
Modelling Financial Processes with Long Memory in Mean and Variance	0	0	1	13	1	3	4	65
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis	0	0	0	7	1	5	8	56
Nonlinear Granger causality between grains and livestock	0	0	0	0	1	2	3	4
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices	0	0	0	27	4	10	11	141
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	1	1	5	16	11	13	20	67
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies	2	2	8	8	7	15	37	39
Total Journal Articles	6	10	41	295	99	224	387	1,584

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	1	1	1	18
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	1	1	2	27

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Statistics updated 2026-02-12