Marcin Faldzinski : Citation Profile


Are you Marcin Faldzinski?

Uniwersytet Mikolaja Kopernika w Toruniu

2

H index

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i10 index

7

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 0
   Journals where Marcin Faldzinski has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa290
   Updated: 2020-11-21    RAS profile: 2016-06-04    
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Relations with other researchers


Works with:

Pietrzak, Michal (4)

Balcerzak, Adam (3)

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

Is cited by:

Kiss, Gábor Dávid (1)

Cites to:

cotter, john (3)

Christoffersen, Peter (2)

Mittnik, Stefan (2)

Angelidis, Timotheos (2)

Degiannakis, Stavros (2)

Kuester, Keith (2)

Dowd, Kevin (2)

Acerbi, Carlo (1)

Tasche, Dirk (1)

Lim, Kian-Ping (1)

Habibullah, Muzafar Shah (1)

Main data


Where Marcin Faldzinski has published?


Journals with more than one article published# docs
Dynamic Econometric Models2

Working Papers Series with more than one paper published# docs
Working Papers / Institute of Economic Research4

Recent works citing Marcin Faldzinski (2020 and 2019)


YearTitle of citing document
2019The Indonesia Stock Exchange and Its Dynamics: An Analysis of the Effect of Macroeconomic Variables. (2019). Harijono, Harijono ; Rambu, Apriani Dorkas ; Santoso, Michael Alexander ; Robiyanto, Robiyanto. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:4:59-73.

Full description at Econpapers || Download paper

2019FORMULATION OF A DYNAMIC PORTFOLIO WITH STOCKS AND FIXED-INCOME INSTRUMENTS IN THE INDONESIAN CAPITAL MARKET. (2019). Ismail, Rendi Susiswo ; Ernayani, Rihfenti ; Robiyanto, Robiyanto. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:10:y:2019:i:1:id:268.

Full description at Econpapers || Download paper

Works by Marcin Faldzinski:


YearTitleTypeCited
2008GARCH and SV Models with Application of Extreme Value Theory In: Dynamic Econometric Models.
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2009Application of Modified POT Method with Volatility Model for Estimation of Risk Measures In: Dynamic Econometric Models.
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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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2015Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej In: Working Papers.
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paper0
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany In: Working Papers.
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paper2
2016Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany In: Working Papers.
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paper3
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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