4
H index
2
i10 index
53
Citations
Marcin Faldzinski : Citation Profile
Uniwersytet Mikolaja Kopernika w Toruniu | RESEARCH PRODUCTION: 9 Articles 6 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2008 - 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 Marcin Faldzinski. | Is cited by:
| Cites to:
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Main data
Where Marcin Faldzinski has published?
| Journals with more than one article published | # docs |
|---|---|
| Dynamic Econometric Models | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Institute of Economic Research | 6 |
Recent works citing Marcin Faldzinski (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers || Download paper |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
| 2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper |
| 2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141. Full description at Econpapers || Download paper |
Works by Marcin Faldzinski:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Volatility estimators in econometric analysis of risk transfer on capital markets In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | GARCH and SV Models with Application of Extreme Value Theory In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2009 | Application of Modified POT Method with Volatility Model for Estimation of Risk Measures 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 | 13 |
| 2019 | Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 2020 | Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey In: European Research Studies Journal. [Full Text][Citation analysis] | article | 5 |
| 2020 | Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies. [Full Text][Citation analysis] | article | 7 |
| 2016 | Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany In: Chapters. [Full Text][Citation analysis] | chapter | 3 |
| 2016 | Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2016 | Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Value-at-Risk with Application of DCC-GARCH Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Interdependence among Capital Markets of Germany, Poland and Baltic States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Detecting Risk Transfer in Financial Markets using Different Risk Measures In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team