2
H index
0
i10 index
6
Citations
Piotr Fiszeder : Citation Profile
Uniwersytet Mikolaja Kopernika w Toruniu | RESEARCH PRODUCTION: 14 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2004 - 2019). 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:
| Cites to:
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Main data
Where Piotr Fiszeder has published?
| Journals with more than one article published | # docs |
|---|---|
| Dynamic Econometric Models | 6 |
Recent works citing Piotr Fiszeder (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | How 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. Full description at Econpapers || Download paper |
| 2019 | International 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. Full description at Econpapers || Download paper |
Works by Piotr Fiszeder:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | A new look at variance estimation based on low, high and closing prices taking into account the drift In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 2 |
| 2011 | Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Dynamic Hedging Portfolios - Application of Bivariate GARCH Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Modelling Financial Processes with Long Memory in Mean and Variance In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Conformable Models for GARCH Processes In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | How to Increase Accuracy of Volatility Forecasts Based on GARCH Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2019 | Improving forecasts with the co-range dynamic conditional correlation model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2019 | Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Low and high prices can improve volatility forecasts during periods of turmoil In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2012 | Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2018 | Exchange Rate Covariance Modelling by Means of Minimum and Maximum Prices (Modelowanie kowariancji kursow walutowych z zastosowaniem cen minimalnych i maksymalnych) In: Problemy Zarzadzania. [Full Text][Citation analysis] | article | 0 |
| 2018 | Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Low and high prices can improve covariance forecasts: The evidence based on currency rates In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team