3
H index
0
i10 index
19
Citations
Piotr Fiszeder : Citation Profile
Uniwersytet Mikolaja Kopernika w Toruniu | RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 2020). 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2021 | Predicting 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. Full description at Econpapers || Download paper |
| 2021 | Stock 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. Full description at Econpapers || Download paper |
| 2020 | Understanding 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. Full description at Econpapers || Download paper |
| 2021 | Information 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. Full description at Econpapers || Download paper |
| 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 |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Tail 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. 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 | 4 |
| 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 | 3 |
| 2019 | Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2016 | Low and high prices can improve volatility forecasts during periods of turmoil In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 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 |
| 2020 | Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies. [Full Text][Citation analysis] | article | 2 |
| 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 | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team