Citation profile for Mateusz Buczyński

Mateusz Buczyński : Citation Profile

Uniwersytet Warszawski

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 1
   Journals where Mateusz Buczyński has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (16.67 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu522
   Updated: 2024-11-06    RAS profile: 2023-05-11
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Relations with other researchers

Works with:

Czajkowski, Mikolaj (2)

Budzinski, Wiktor (2)

Chlebus, Marcin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mateusz Buczyński.

Is cited by:

Chlebus, Marcin (3)

Murphy, David (1)

Cites to:

Engle, Robert (12)

Jimenez-Martin, Juan (8)

Bollerslev, Tim (8)

Scarpa, Riccardo (6)

Degiannakis, Stavros (6)

Manganelli, Simone (5)

Hanley, Nick (5)

Angelidis, Timotheos (4)

Czajkowski, Mikolaj (4)

Chlebus, Marcin (4)

Main data

Where Mateusz Buczyński has published?

Working Papers Series with more than one paper published	# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw	4

Recent works citing Mateusz Buczyński (2024 and 2023)

Year	Title of citing document

Works by Mateusz Buczyński:

Year	Title	Type	Cited
2022	Valuing externalities of outdoor advertising in an urban setting â the case of Warsaw In: Journal of Urban Economics. [Full Text][Citation analysis]	article	1
2020	Valuing externalities of outdoor advertising in an urban setting Ã¢â¬â the case of Warsaw.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
	In: . [Full Text][Citation analysis]	article	1
2017	Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH( In: Working Papers. [Full Text][Citation analysis]	paper	0
2019	Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states. In: Working Papers. [Full Text][Citation analysis]	paper	3
2021	GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks In: Working Papers. [Full Text][Citation analysis]	paper	0