Piotr Fiszeder : Citation Profile


Are you Piotr Fiszeder?

Uniwersytet Mikolaja Kopernika w Toruniu

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i10 index

6

Citations

RESEARCH PRODUCTION:

14

Articles

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 0
   Journals where Piotr Fiszeder has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 5 (45.45 %)

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   Permalink: http://citec.repec.org/pfi197
   Updated: 2020-11-21    RAS profile: 2020-02-14    
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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 Piotr Fiszeder.

Is cited by:

Lin, Boqiang (1)

Holland, Quynh (1)

Cites to:

Bollerslev, Tim (14)

Engle, Robert (14)

Hansen, Peter (13)

Chou, Ray (12)

McAleer, Michael (7)

Lunde, Asger (7)

Granger, Clive (6)

Diebold, Francis (6)

Caporin, Massimiliano (6)

Jagannathan, Ravi (5)

Andersen, Torben (5)

Main data


Where Piotr Fiszeder has published?


Journals with more than one article published# docs
Dynamic Econometric Models6

Recent works citing Piotr Fiszeder (2020 and 2019)


YearTitle of citing document
2020How does economic policy uncertainty affect the bitcoin market?. (2020). Li, Xiao ; Wang, Pengfei ; Zhang, Wei ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037.

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2019International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis. (2019). Holland, Quynh ; Roca, Eduardo ; Liu, Benjamin. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1488-6.

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Works by Piotr Fiszeder:


YearTitleTypeCited
2013A new look at variance estimation based on low, high and closing prices taking into account the drift In: Statistica Neerlandica.
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2011Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices In: Dynamic Econometric Models.
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2004Dynamic Hedging Portfolios - Application of Bivariate GARCH Models In: Dynamic Econometric Models.
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2006Modelling Financial Processes with Long Memory in Mean and Variance In: Dynamic Econometric Models.
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2006Conformable Models for GARCH Processes In: Dynamic Econometric Models.
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2008How to Increase Accuracy of Volatility Forecasts Based on GARCH Models In: Dynamic Econometric Models.
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2008Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange In: Dynamic Econometric Models.
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2019Improving forecasts with the co-range dynamic conditional correlation model In: Journal of Economic Dynamics and Control.
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2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
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2016Low and high prices can improve volatility forecasts during periods of turmoil In: International Journal of Forecasting.
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2012Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices In: Czech Journal of Economics and Finance (Finance a uver).
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2018Exchange Rate Covariance Modelling by Means of Minimum and Maximum Prices (Modelowanie kowariancji kursow walutowych z zastosowaniem cen minimalnych i maksymalnych) In: Problemy Zarzadzania.
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2018Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis In: Empirical Economics.
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article1
2018Low and high prices can improve covariance forecasts: The evidence based on currency rates In: Journal of Forecasting.
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