Piotr Fiszeder : Citation Profile


Are you Piotr Fiszeder?

Uniwersytet Mikolaja Kopernika w Toruniu

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19

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 1
   Journals where Piotr Fiszeder has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 6 (24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi197
   Updated: 2021-09-18    RAS profile: 2021-05-09    
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Relations with other researchers


Works with:

Faldzinski, Marcin (3)

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

Is cited by:

Lyócsa, Štefan (6)

Výrost, Tomᚠ(6)

Molnár, Peter (5)

Kliber, Agata (2)

Będowska-Sójka, Barbara (2)

Roca, Eduardo (1)

Lin, Boqiang (1)

Holland, Quynh (1)

Cites to:

Bollerslev, Tim (18)

Engle, Robert (16)

Hansen, Peter (14)

Chou, Ray (13)

Granger, Clive (7)

McAleer, Michael (7)

Lunde, Asger (7)

Jagannathan, Ravi (7)

Diebold, Francis (6)

Andersen, Torben (6)

Caporin, Massimiliano (6)

Main data


Where Piotr Fiszeder has published?


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

Recent works citing Piotr Fiszeder (2021 and 2020)


YearTitle of citing document
2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2021Stock market volatility forecasting: Do we need high-frequency data?. (2021). Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110.

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2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

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2021Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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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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2021The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method. (2021). Bieszk-Stolorz, Beata ; Landmesser, Joanna ; Dmytrow, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4024-:d:588218.

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2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

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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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article4
2011Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices In: Dynamic Econometric Models.
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article0
2004Dynamic Hedging Portfolios - Application of Bivariate GARCH Models In: Dynamic Econometric Models.
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article0
2006Modelling Financial Processes with Long Memory in Mean and Variance In: Dynamic Econometric Models.
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article0
2006Conformable Models for GARCH Processes In: Dynamic Econometric Models.
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article0
2008How to Increase Accuracy of Volatility Forecasts Based on GARCH Models In: Dynamic Econometric Models.
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article0
2008Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange 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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article3
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
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article4
2016Low and high prices can improve volatility forecasts during periods of turmoil In: International Journal of Forecasting.
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article4
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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article0
2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies.
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article2
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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article0
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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article1

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