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Citations
Witold Orzeszko : Citation Profile
Uniwersytet Mikolaja Kopernika w Toruniu | RESEARCH PRODUCTION: 9 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2004 - 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 Witold Orzeszko. | Is cited by:
| Cites to:
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Main data
Where Witold Orzeszko has published?
| Journals with more than one article published | # docs |
|---|---|
| Dynamic Econometric Models | 4 |
Recent works citing Witold Orzeszko (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Incorporating causality in energy consumption forecasting using deep neural networks. (2024). Dwivedi, Yogesh K ; Sharma, Kshitij ; Metri, Bhimaraya. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-04857-3. Full description at Econpapers || Download paper |
Works by Witold Orzeszko:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Fractal dimension of time series as a measure of investment risk In: Acta Universitatis Nicolai Copernici, Ekonomia. [Full Text][Citation analysis] | article | 1 |
| 2010 | Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2004 | How 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] | article | 0 |
| 2006 | Properties of STUR Processes in the Framework of Chaos Theory In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | Applying the Concept of Granger Causality to Detect Nonlinear Autodependencies in Time Series In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2008 | The new method of measuring the effects of noise reduction in chaotic data In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
| 2012 | Nonparametric 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] | article | 0 |
| 2020 | Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies. [Full Text][Citation analysis] | article | 7 |
| 2018 | Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji In: Bank i Kredyt. [Full Text][Citation analysis] | article | 0 |
| 2017 | Nonparametric prediction of nonlinear time series. A Monte Carlo study In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team