| Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states M Buczyński, M Chlebus Journal of Risk Model Validation 14 (2), 1-20, 2020 | 19 | 2020 |
| Valuing externalities of outdoor advertising in an urban setting–the case of Warsaw M Czajkowski, M Bylicki, W Budziński, M Buczyński Journal of Urban Economics 130, 103452, 2022 | 13 | 2022 |
| The importance of window size: a study on the required window size for optimal-quality market risk models M Buczyński, M Chlebus Journal of Risk Model Validation 16 (1), 2022 | 4* | 2022 |
| Comparison of semi-parametric and benchmark value-at-risk models in several time periods with different volatility levels M Buczyński, M Chlebus Financial Internet Quarterly 14 (2), 67-82, 2018 | 4 | 2018 |
| GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks M Buczynski, M Chlebus Computational Economics 63 (5), 1949-1979, 2024 | 2 | 2024 |
| Financial Time Series Models—Comprehensive Review of Deep Learning Approaches and Practical Recommendations M Buczyński, M Chlebus, K Kopczewska, M Zajenkowski Engineering Proceedings 39 (1), 79, 2023 | 2 | 2023 |
Marcin ChlebusZakład Finansów Ilościowych, Wydział Nauk Ekonomicznych, Uniwersytet WarszawskiVerified email at wne.uw.edu.pl
