Witold Orzeszko : Citation Profile


Are you Witold Orzeszko?

Uniwersytet Mikolaja Kopernika w Toruniu

1

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

8

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 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/por124
   Updated: 2024-01-16    RAS profile: 2021-03-29    
   Missing citations? Add them    Incorrect content? Let us know

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)

Bouri, Elie (1)

Balcilar, Mehmet (1)

Kliber, Agata (1)

Cites to:

Bollerslev, Tim (6)

Engle, Robert (6)

Jagannathan, Ravi (4)

Fiszeder, Piotr (3)

Nguyen, Duc Khuong (3)

Chkili, Walid (3)

Hammoudeh, Shawkat (3)

Degiannakis, Stavros (3)

Chavas, Jean-Paul (2)

Cao, Charles (2)

Laurent, Sébastien (2)

Main data


Where Witold Orzeszko has published?


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

Recent works citing Witold Orzeszko (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

Works by Witold Orzeszko:


YearTitleTypeCited
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]
article6
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. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team