Marcin Faldzinski : Citation Profile

Uniwersytet Mikolaja Kopernika w Toruniu

4

H index

2

i10 index

58

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

2

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 4
   Journals where Marcin Faldzinski has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (1.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa290
   Updated: 2025-12-13    RAS profile: 2021-01-07    
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Relations with other researchers

Works with:

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 (11)

Lyócsa, Štefan (4)

Molnár, Peter (4)

Výrost, Tomáš (4)

Shang, Han Lin (2)

Franses, Philip Hans (2)

Li, Feng (2)

Paccagnini, Alessia (2)

Castle, Jennifer (2)

NG, KOK HAUR (2)

Hendry, David (2)

Cites to:

Bollerslev, Tim (9)

Fiszeder, Piotr (9)

Engle, Robert (9)

Molnár, Peter (8)

Chou, Ray (8)

Degiannakis, Stavros (6)

Caporin, Massimiliano (6)

Hansen, Peter (6)

Diebold, Francis (6)

Hong, Yongmiao (5)

Jagannathan, Ravi (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 (2025 and 2024)

YearTitle of citing document
2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2025Multivariate range-based EGARCH models. (2025). Lambercy, Lyudmyla ; Kellard, Neil M ; Yan, Lili. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000705.

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2024The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. (2024). Molnar, Peter ; Storsveen, Mattis ; Cheraghali, Hamid ; Veliqi, Florent. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003715.

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2025Optimizing investment strategies: Harnessing the power of K-line complex networks. (2025). Lan, Qiujun ; Li, Haojie ; Mi, Xianhua ; Zhang, Chunyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500187x.

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2024Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets. (2024). VORTELINOS, DIMITRIOS ; Viskadouros, Georgios ; Garefalakis, Alexandros ; Menegaki, Angeliki ; Passas, Ioannis. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:21:p:5438-:d:1511233.

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2024Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713.

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2024Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. (2024). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:121214.

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2024Incorporating causality in energy consumption forecasting using deep neural networks. (2024). Dwivedi, Yogesh K ; Sharma, Kshitij ; Metri, Bhimaraya. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-04857-3.

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Works by Marcin Faldzinski:

YearTitleTypeCited
2016Volatility estimators in econometric analysis of risk transfer on capital markets In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2008GARCH and SV Models with Application of Extreme Value Theory In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2009Application of Modified POT Method with Volatility Model for Estimation of Risk Measures In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2019Improving forecasts with the co-range dynamic conditional correlation model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article14
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2020Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey In: European Research Studies Journal.
[Full Text][Citation analysis]		article6
2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies.
[Full Text][Citation analysis]		article7
2016Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany In: Chapters.
[Full Text][Citation analysis]		chapter3
2016Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany In: Chapters.
[Full Text][Citation analysis]		chapter2
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany.(2016) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article0
2015The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Value-at-Risk with Application of DCC-GARCH Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Interdependence among Capital Markets of Germany, Poland and Baltic States In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Detecting Risk Transfer in Financial Markets using Different Risk Measures In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article1

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