Marcin Faldzinski : Citation Profile


Are you Marcin Faldzinski?

Uniwersytet Mikolaja Kopernika w Toruniu

4

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

2

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 3
   Journals where Marcin Faldzinski has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (2.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa290
   Updated: 2024-01-16    RAS profile: 2021-01-07    
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Relations with other researchers


Works with:

Fiszeder, Piotr (3)

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

Is cited by:

Fiszeder, Piotr (8)

Výrost, Tomáš (4)

Lyócsa, Štefan (4)

Molnár, Peter (4)

Pierdzioch, Christian (2)

NG, KOK HAUR (2)

Hendry, David (2)

Reade, J (2)

Clements, Michael (2)

Rubaszek, Michał (2)

Paccagnini, Alessia (2)

Cites to:

Engle, Robert (9)

Bollerslev, Tim (9)

Fiszeder, Piotr (9)

Chou, Ray (8)

Molnár, Peter (8)

Diebold, Francis (6)

Degiannakis, Stavros (6)

Caporin, Massimiliano (6)

Hansen, Peter (6)

Hong, Yongmiao (5)

Bauwens, Luc (4)

Main data


Where Marcin Faldzinski has published?


Journals with more than one article published# docs
Dynamic Econometric Models3

Working Papers Series with more than one paper published# docs
Working Papers / Institute of Economic Research6

Recent works citing Marcin Faldzinski (2024 and 2023)


YearTitle of citing document
2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

Full description at Econpapers || Download paper

2023.

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2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

Full description at Econpapers || Download paper

Works by Marcin Faldzinski:


YearTitleTypeCited
2016Volatility estimators in econometric analysis of risk transfer on capital markets In: Dynamic Econometric Models.
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article0
2008GARCH and SV Models with Application of Extreme Value Theory In: Dynamic Econometric Models.
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article0
2009Application of Modified POT Method with Volatility Model for Estimation of Risk Measures In: Dynamic Econometric Models.
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article0
2019Improving forecasts with the co-range dynamic conditional correlation model In: Journal of Economic Dynamics and Control.
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article11
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
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article17
2020Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey In: European Research Studies Journal.
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article5
2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies.
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article6
2016Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany In: Chapters.
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chapter3
2016Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany In: Chapters.
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chapter2
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2009ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
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article0
2015The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations In: Working Papers.
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paper1
2015Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej In: Working Papers.
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paper0
2016Value-at-Risk with Application of DCC-GARCH Model In: Working Papers.
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paper0
2016Interdependence among Capital Markets of Germany, Poland and Baltic States In: Working Papers.
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paper0
2012Detecting Risk Transfer in Financial Markets using Different Risk Measures In: Central European Journal of Economic Modelling and Econometrics.
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article2

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