Citation profile for Mateusz Buczyński

Mateusz Buczyński : Citation Profile

Uniwersytet Warszawski

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

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: 0.    Total self citations: 1 (16.67 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu522
   Updated: 2026-01-17    RAS profile: 2025-04-07
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Budzinski, Wiktor (2)

Czajkowski, Mikolaj (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)

Vause, Nicholas (1)

Schiffers, Aleksander (1)

Murphy, David (1)

Cites to:

Engle, Robert (14)

Bollerslev, Tim (10)

Manganelli, Simone (6)

Scarpa, Riccardo (6)

Degiannakis, Stavros (6)

Jimenez-Martin, Juan (6)

Hanley, Nick (5)

Angelidis, Timotheos (4)

Kupiec, Paul (4)

Czajkowski, Mikolaj (4)

Main data

Where Mateusz Buczyński has published?

Journals with more than one article published	# docs
Journal of Risk Model Validation	2

Working Papers Series with more than one paper published	# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw	5

Recent works citing Mateusz Buczyński (2025 and 2024)

Year	Title of citing document

Works by Mateusz Buczyński:

Year	Title	Type	Cited
2022	Valuing externalities of outdoor advertising in an urban setting â the case of Warsaw In: Journal of Urban Economics. [Full Text][Citation analysis]	article	1
2020	Valuing externalities of outdoor advertising in an urban setting â the case of Warsaw.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2024	GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks In: Computational Economics. [Full Text][Citation analysis]	article	0
	Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states In: Journal of Risk Model Validation. [Full Text][Citation analysis]	article	3
2019	Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states..(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
	The importance of window size: a study on the required window size for optimal-quality market risk models In: Journal of Risk Model Validation. [Full Text][Citation analysis]	article	0
2018	Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels In: Financial Internet Quarterly (formerly e-Finanse). [Full Text][Citation analysis]	article	1
2017	Is 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(1,1), CAViaR and the historical simulation models depending on the stability of financial markets In: Working Papers. [Full Text][Citation analysis]	paper	0
2020	Size does matter. A study on the required window size for optimal quality market risk models In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks In: Working Papers. [Full Text][Citation analysis]	paper	0