Mateusz Buczyński : Citation Profile


Are you Mateusz Buczyński?

Uniwersytet Warszawski

1

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 0
   Journals where Mateusz Buczyński has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu522
   Updated: 2024-12-03    RAS profile: 2024-11-07    
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Relations with other researchers


Works with:

Czajkowski, Mikolaj (2)

Budzinski, Wiktor (2)

Chlebus, Marcin (2)

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

Is cited by:

Chlebus, Marcin (3)

Murphy, David (1)

Cites to:

Engle, Robert (14)

Bollerslev, Tim (10)

Jimenez-Martin, Juan (8)

Degiannakis, Stavros (8)

Manganelli, Simone (6)

Scarpa, Riccardo (6)

Pérez-Amaral, Teodosio (6)

Hanley, Nick (5)

Angelidis, Timotheos (5)

Chlebus, Marcin (5)

Czajkowski, Mikolaj (4)

Main data


Where Mateusz Buczyński has published?


Working Papers Series with more than one paper published# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw4

Recent works citing Mateusz Buczyński (2024 and 2023)


YearTitle of citing document

Works by Mateusz Buczyński:


YearTitleTypeCited
2022Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw In: Journal of Urban Economics.
[Full Text][Citation analysis]
article1
2020Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2024GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks In: Computational Economics.
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article1
2017Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH( In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states. In: Working Papers.
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paper3
2021GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team