Marcin Fałdziński
Marcin Fałdziński
Verified email at umk.pl
Title
Cited by
Cited by
Year
Short-term shocks and longterm relationships of interdependencies among central european capital markets
MB Pietrzak, M Faldzinski, AP Balcerzak, T Meluzín, M Zinecker
Economics & Sociology 10 (1), 61, 2017
382017
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
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
202016
Detecting risk transfer in financial markets using different risk measures
M Fałdziński, M Osińska, T Zdanowicz
Central European Journal of Economic Modelling and Econometrics, 45-64, 2012
152012
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
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
102019
Improving forecasts with the co-range dynamic conditional correlation model
P Fiszeder, M Fałdziński
Journal of Economic Dynamics and Control 108, 103736, 2019
92019
The Multivariate DCC-GARCH model with interdependence among markets in conditional variances’ equations
M Fałdziński, MB Pietrzak
Przeglad Statystyczny 62 (1), 397-413, 2015
92015
Teoria wartości ekstremalnych w ekonometrii finansowej
M Fałdziński
Wydawnictwo Naukowe Uniwersytetu Mikołaja Kopernika, 2014
72014
GARCH and SV models with application of Extreme Value Theory
M Osińska, M Fałdziński
Dynamic Econometric Models 8, 45-52, 2008
62008
Dynamics of economic growth in Ireland in 1980–2014
J Boehlke, M Faldzinski, M Galecki, M Osinska
Научно-технические ведомости Санкт-Петербургского государственного …, 2017
42017
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
32020
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
32018
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
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 61 (4), 433-448, 2014
22014
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression
M Fałdziński, P Fiszeder, W Orzeszko
Energies 14 (1), 6, 2021
12021
ARE CURRENCIES IN CENTRAL ASIAN STATES RELATED? AN ECONOMETRIC STUDY OF GRANGER CAUSALITY IN RISK
M Osińska, M Fałdziński
Статистика, учет и аудит, 91-97, 2013
12013
Factors of economic growth in Israel-A TECM approach
J Boehlke, M Galecki, M Faldzinski, Y Shachmurove
90th International Atlantic Economic VIRTUAL Conference, 2020
2020
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