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Marcin Fałdziński
Marcin Fałdziński
Zweryfikowany adres z umk.pl
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Short-term shocks and longterm relationships of interdependencies among central european capital markets
MB Pietrzak, M Faldzinski, AP Balcerzak, T Meluzin, M Zinecker
Economics & Sociology 10 (1), 61, 2017
432017
Range-based DCC models for covariance and value-at-risk forecasting
P Fiszeder, M Fałdziński, P Molnár
Journal of Empirical Finance 54, 58-76, 2019
232019
Application of DCC-GARCH model for analysis of interrelations among capital markets of Poland, Czech Republic and Germany
M Zinecker, AP Balcerzak, M Faldzinski, MB Pietrzak, T Meluzin
Institute of Economic Research Working Papers, 2016
222016
Cointegration of interdependencies among capital markets of chosen Visegrad countries and Germany
M Faldzinski, AP Balcerzak, T Meluzin, MB Pietrzak, M Zinecker
Institute of Economic Research Working Papers, 2016
212016
Detecting risk transfer in financial markets using different risk measures
M Fałdziński, M Osińska, T Zdanowicz
Central European Journal of Economic Modelling and Econometrics 4 (1), 45-64, 2012
172012
Improving forecasts with the co-range dynamic conditional correlation model
P Fiszeder, M Fałdziński
Journal of Economic Dynamics and Control 108, 103736, 2019
152019
Forecasting volatility of energy commodities: Comparison of GARCH models with support vector regression
M Fałdziński, P Fiszeder, W Orzeszko
Energies 14 (1), 6, 2020
132020
Econometric analysis of the risk transfer in capital markets: the case of China
M Osińska, M Fałdziński, T Zdanowicz
Argumenta Oeconomica, 139-164, 2012
112012
The Multivariate DCC-GARCH Model with Interdependence Among Markets in Conditional Variances' Equations
M Faldzinski, MB Pietrzak
Institute of Economic Research Working Papers, 2015
92015
Teoria wartości ekstremalnych w ekonometrii finansowej
M Fałdziński
Wydawnictwo Naukowe Uniwersytetu Mikołaja Kopernika, 2014
82014
Searching for factors of accelerated economic growth: The case of Ireland and Turkey
J Boehlke, M Faldzinski, M Galecki, M Osinska
University of Piraeus. International Strategic Management Association, 2020
72020
Economic growth in ireland in 1980–2014. A threshold cointegration approach
J Boehlke, M Fałdziński, M Gałecki, M Osińska
Argumenta Oeconomica 2 (41), 157-188, 2018
52018
Dynamics of economic growth in Ireland in 1980–2014
J Boehlke, M Faldzinski, M Galecki, M Osinska
Научно-технические ведомости Санкт-Петербургского государственного …, 2017
52017
On The Empirical Importance Of The Spectral Risk Measure With Extreme Value Theory Approach
M Fałdziński
Financial Markets Principles of Modelling Forecasting and Decision-Making …, 2011
52011
GARCH and SV models with application of Extreme Value Theory
M Osińska, M Fałdziński
Dynamic Econometric Models 8, 45-52, 2008
52008
Testing for Structural Breaks in Macroeconomic Processes of Growth
M Fałdziński
Economic Miracles in the European Economies, 125-150, 2019
22019
Volatility estimators in econometric analysis of risk transfer on capital markets
M Fałdziński, M Osińska
Dynamic Econometric Models 16, 21-35, 2016
22016
Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany
M Zineker, AP Balcerzak, M Fałdziński, T Meluzín, MB Pietrzak
The Slovak Society for Operations Research Department of Operations Research …, 2016
22016
Analiza transferu ryzyka ekstremalnego między wybranymi rynkami finansowymi z zastosowaniem przyczynowości w ryzyku w sensie Grangera
M Fałdziński
Przegląd Statystyczny, 2014
22014
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
M Fałdziński, M Osińska
Journal of Risk Model Validation 14 (3), 2019
12019
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