Witold Orzeszko : Citation Profile


Uniwersytet Mikolaja Kopernika w Toruniu

1

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

9

Articles

1

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 0
   Journals where Witold Orzeszko has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/por124
   Updated: 2025-04-12    RAS profile: 2021-03-29    
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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 Witold Orzeszko.

Is cited by:

Pierdzioch, Christian (2)

GUPTA, RANGAN (2)

Będowska-Sójka, Barbara (1)

Balcilar, Mehmet (1)

Kliber, Agata (1)

Bouri, Elie (1)

Cites to:

Bollerslev, Tim (6)

Engle, Robert (6)

Racine, Jeffrey (4)

Jagannathan, Ravi (4)

Fama, Eugene (3)

Härdle, Wolfgang (3)

Fiszeder, Piotr (3)

Hammoudeh, Shawkat (3)

Degiannakis, Stavros (3)

Chkili, Walid (3)

Nguyen, Duc Khuong (3)

Main data


Production by document typepaperarticle200420052006200720082009201020112012201320142015201620172018201920200123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20042005200620072008200920102011201220132014201520162017201820192020051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202002.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 1Most cited documents12302.557.5Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250400.511.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Witold Orzeszko has published?


Journals with more than one article published# docs
Dynamic Econometric Models4

Recent works citing Witold Orzeszko (2025 and 2024)


Year  ↓Title of citing document  ↓

Works by Witold Orzeszko:


Year  ↓Title  ↓Type  ↓Cited  ↓
2010Fractal dimension of time series as a measure of investment risk In: Acta Universitatis Nicolai Copernici, Ekonomia.
[Full Text][Citation analysis]
article1
2010Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article1
2004How the Prediction Accuracy of Chaotic Time Series Depends on Methods of Determining the Parameters of Delay Vectors In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2006Properties of STUR Processes in the Framework of Chaos Theory In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2008Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2008The new method of measuring the effects of noise reduction in chaotic data In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]
article0
2012Nonparametric 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]
article0
2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies.
[Full Text][Citation analysis]
article7
2018Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji In: Bank i Kredyt.
[Full Text][Citation analysis]
article0
2017Nonparametric prediction of nonlinear time series. A Monte Carlo study In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team