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Mateusz Buczyński
Mateusz Buczyński
University of Warsaw, Faculty of Economic Sciences
Verified email at uw.edu.pl
Title
Cited by
Cited by
Year
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
192020
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
112022
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
42018
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks
M Buczynski, M Chlebus
Computational Economics 63 (5), 1949-1979, 2024
22024
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
2023
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