| Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies P Fiszeder, M Malecka Equilibrium. Quarterly Journal of Economics and Economic Policy 17 (4), 939–967, 2022 | 36 | 2022 |
| Prognozowanie zmienności indeksów giełdowych przy wykorzystaniu modelu klasy GARCH M Małecka Ekonomista, 843-859, 2011 | 14 | 2011 |
| GARCH Class Models Performance in Context of High Market Volatility M Małecka Acta Universitatis Lodziensis. Folia Oeconomica 3 (302), 2014 | 12 | 2014 |
| Zastosowanie metody trapezów w ocenie efektywności taryfikacyjnej systemów bonus-malus ubezpieczeń komunikacyjnych OC A Szymańska, M Małecka Rola informatyki w naukach ekonomicznych i społecznych. Innowacje i …, 2013 | 4 | 2013 |
| Weryfikacja hipotez w ocenie ryzyka rynkowego M Małecka Wydawnictwo Uniwersytetu Łódzkiego, 2016 | 3 | 2016 |
| Duration-Based Approach to VaR Independence Backtesting M Małecka Statistics in Transition. New Series 15 (4), 627-636, 2014 | 3 | 2014 |
| Statistical properties of duration-based VaR backtesting procedures in finite sample setting M Małecka 7th Professor Aleksander Zelias International Conference on Modelling and …, 2013 | 3 | 2013 |
| Asymptotic properties of duration-based VaR backtests M Malecka Statistics & Risk Modeling 39 (3-4), 49-73, 2022 | 2 | 2022 |
| Extremal risk management: expected shortfall value verification using the bootstrap method M Malecka Journal of Computational Finance 23 (4), 2020 | 2 | 2020 |
| A Modification of the Probability Weighted Method of Moments and its Application to Estimate the Financial Return Distribution Tail M Małecka, D Pekasiewicz Statistics in Transition new series 14 (3), 2013 | 2 | 2013 |
| GARCH process application in risk valuation for WIG20 index M Małecka Acta Universitatis Lodziensis. Folia Oeconomica 285, 2013 | 2 | 2013 |
| Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets P Wdowinski, M Malecka CESifo Working Paper Series, 2010 | 2 | 2010 |
| Industry standard and econometric standard: the search for powerful approach to evaluate var models M Małecka Argumenta Oeconomica 1 (46), 5–30, 2021 | 1 | 2021 |
| Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model M Małecka Statistics in Transition. New Series 22 (1), 145-162, 2021 | 1 | 2021 |
| Exponential Autoregressive Conditional Duration Approach to Testing VaR M Małecka Proceedings of the 2018 International Conference on Mathematics and …, 2018 | 1 | 2018 |
| Testing VaR Under Basel III with Application to No-Failure Setting M Małecka Contemporary Trends and Challenges in Finance: Proceedings from the 2nd …, 2017 | 1 | 2017 |
| Spectral VaR Test Statistical Properties M Małecka 10th Professor Aleksander Zelias International Conference on Modelling and …, 2016 | 1 | 2016 |
| Spectral density tests in VaR failure correlation analysis M Małecka Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 235-249, 2015 | 1 | 2015 |
| Metody oceny jakości prognoz ryzyka rynkowego–analiza porównawcza M Małecka Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 192-201, 2013 | 1 | 2013 |
| Experimental Design in Evaluating VaR Forecasts M Małecka Wydawnictwo Uniwersytetu Łódzkiego, 2013 | 1 | 2013 |
Piotr FiszederNicolaus Copernicus University in ToruńZweryfikowany adres z umk.pl
