| Stock Market Returns, Volatility, Correlation and Liquidity during the COVID-19 Crisis: Evidence from the Markov Switching Approach M Just, K Echaust Finance Research Letters, 101775, 2020 | 200 | 2020 |
| Dynamic spillover transmission in agricultural commodity markets: what has changed after the COVID-19 threat? M Just, K Echaust Economics Letters 217, 110671, 2022 | 50 | 2022 |
| Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection K Echaust, M Just Mathematics 8 (1), 2020 | 27 | 2020 |
| How Firms Can Hedge Against Market Risk K Echaust Studies in Logic, Grammar and Rhetoric 37(50), 39-49, 2014 | 27* | 2014 |
| What is the best proxy for liquidity in the presence of extreme illiquidity? B Będowska-Sójka, K Echaust Emerging Markets Review 43, 100695, 2020 | 24 | 2020 |
| Commonality in liquidity indices: The emerging European stock markets B Będowska-Sójka, K Echaust Systems 7 (2), 24, 2019 | 20 | 2019 |
| Tail dependence between crude oil volatility index and WTI oil price movements during the COVID-19 pandemic K Echaust, M Just Energies 14 (14), 4147, 2021 | 17 | 2021 |
| Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions K Echaust, M Just Research in International Business and Finance 63, 101788, 2022 | 13 | 2022 |
| Ryzyko zdarzeń ekstremalnych na rynku kontraktów futures w Polsce K Echaust Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu, Poznań, 2014 | 13 | 2014 |
| Implied correlation index: An application to economic sectors of commodity futures and stock markets K Echaust, M Just Engineering Economics 31 (1), 4-17, 2020 | 12 | 2020 |
| A comparison of conditional and unconditional var models K Echaust, M Just University of Hradec Kralove, 2020 | 9* | 2020 |
| Asymmetric tail dependence between stock market returns and implied volatility K Echaust The Journal of Economic Asymmetries 23, e00190, 2021 | 8 | 2021 |
| e-Matematyka wspomagająca ekonomię K Piasecki, M Anholcer, K Echaust Wydawnictwo CH Beck, 2013 | 8 | 2013 |
| Wybrane rozkłady prawdopodobieństwa w modelowaniu empirycznych stóp zwrotu akcji notowanych na GPW w Warszawie E Tomasik, K Echaust Zeszyty Naukowe/Akademia Ekonomiczna w Poznaniu, 34-66, 2008 | 8 | 2008 |
| Black-Litterman model with intuitionistic fuzzy posterior return K Echaust, K Piasecki arXiv preprint arXiv:1601.00354, 2016 | 7 | 2016 |
| Instrumenty pochodne. Wprowadzenie do inżynierii finansowej M Bartkowiak, K Echaust Wydawnictwo Uniwersytetu Ekonomicznego, Poznań, 2014 | 7 | 2014 |
| Do liquidity proxies based on daily prices and quotes really measure liquidity? B Będowska-Sójka, K Echaust Entropy 22 (7), 783, 2020 | 6 | 2020 |
| The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory B Będowska-Sójka, K Echaust, M Just Journal of International Financial Markets, Institutions and Money 78, 101563, 2022 | 4 | 2022 |
| An optimal tail selection in risk measurement M Just, K Echaust Risks 9 (4), 70, 2021 | 4 | 2021 |
| Porównanie teorii wartości ekstremalnych i rozkładów bezwarunkowych w pomiarze Value at Risk-studium przypadku K Echaust, K Piasecki Zeszyty Naukowe/Uniwersytet Ekonomiczny w Poznaniu, 18-33, 2012 | 4* | 2012 |
Małgorzata JustPoznań University of Life Sciences, Department of Finance and AccountingZweryfikowany adres z up.poznan.pl
