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 1 5 95 1 7 46 158
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts 0 0 15 15 3 13 61 61
Total Working Papers 0 1 20 110 4 20 107 219

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 1 1 2 0 5 30 37
Conformable Models for GARCH Processes 0 0 0 8 0 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 0 5 25 82
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies 0 2 9 15 0 21 77 109
Forecasting: theory and practice 2 2 11 63 10 46 184 513
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 1 9 28
Improving volatility forecasts: Evidence from range-based models 0 1 3 12 0 5 29 49
Low and high prices can improve covariance forecasts: The evidence based on currency rates 0 0 0 4 0 4 13 33
Low and high prices can improve volatility forecasts during periods of turmoil 0 0 0 9 0 8 18 70
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices 0 0 0 44 0 2 14 156
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices 0 0 3 8 0 7 39 58
Modelling Financial Processes with Long Memory in Mean and Variance 0 0 0 13 0 2 5 67
Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis 0 0 0 7 0 2 9 58
Nonlinear Granger causality between grains and livestock 0 0 0 0 1 5 7 9
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices 0 0 0 27 0 4 15 146
Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange 0 0 0 9 0 2 4 53
Range-based DCC models for covariance and value-at-risk forecasting 0 0 3 16 1 1 19 69
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies 0 0 4 8 2 4 40 52
Total Journal Articles 2 6 35 306 14 126 556 1,831

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 2 2 7
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 2 4 29

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10