| 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 | 47 | 2017 |
| 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 | 44 | 2019 |
| Forecasting volatility of energy commodities: Comparison of GARCH models with support vector regression M Fałdziński, P Fiszeder, W Orzeszko Energies 14 (1), 6, 2020 | 29 | 2020 |
| 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 | 27 | 2016 |
| 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 | 27 | 2016 |
| Improving forecasts with the co-range dynamic conditional correlation model P Fiszeder, M Fałdziński Journal of Economic Dynamics and Control 108, 103736, 2019 | 24 | 2019 |
| Detecting risk transfer in financial markets using different risk measures M Fałdziński, M Osińska, T Zdanowicz Central European Journal of Economic Modelling and Econometrics, 45-64-45-64, 2012 | 20 | 2012 |
| Econometric analysis of the risk transfer in capital markets. The case of China M Osińska, M Fałdziński, T Zdanowicz Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu, 2012 | 13 | 2012 |
| Teoria wartości ekstremalnych w ekonometrii finansowej M Fałdziński Wydawnictwo Naukowe Uniwersytetu Mikołaja Kopernika, 2014 | 12 | 2014 |
| The Multivariate DCC-GARCH model with interdependence among markets in conditional variances’ equations M Fałdziński, MB Pietrzak Przegląd Statystyczny 62 (4), 397-413, 2015 | 9 | 2015 |
| 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 | 8 | 2020 |
| Attention to oil prices and its impact on the oil, gold and stock markets and their covariance P Fiszeder, M Fałdziński, P Molnár Energy Economics 120, 106643, 2023 | 7 | 2023 |
| Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices P Fiszeder, M Fałdziński, P Molnár Journal of Empirical Finance 70, 308-321, 2023 | 6 | 2023 |
| 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 | 6 | 2018 |
| 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 | 6 | 2011 |
| Dynamics of economic growth in Ireland in 1980–2014 J Boehlke, M Faldzinski, M Galecki, M Osinska π-Economy 10 (2), 7-20, 2017 | 5 | 2017 |
| GARCH and SV models with application of Extreme Value Theory M Osińska, M Fałdziński Dynamic Econometric Models 8, 45-52, 2008 | 5 | 2008 |
| Extreme value theory in application to delivery delays M Fałdziński, M Osińska, W Zalewski Entropy 23 (7), 788, 2021 | 4 | 2021 |
| 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 | 2 | 2019 |
| Testing for Structural Breaks in Macroeconomic Processes of Growth M Fałdziński Economic Miracles in the European Economies, 125-150, 2019 | 2 | 2019 |
Magdalena OsińskaProfessor of Economics, Nicolaus Copernicus UniversityVerified email at umk.pl
