SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Maciej Augustyniak · Study

Home/Author

Maciej Augustyniak

5 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0003-1168-0198

h-index5

i105

Citations140

Works here5

12

13

17

20

Most cited in this library

Maximum likelihood estimation of the Markov-switching GARCH model2013 · 66 citations
An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products2012 · 20 citations
Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure2017 · 19 citations
Assessing the effectiveness of local and global quadratic hedging under GARCH models2017 · 18 citations
A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters2020 · 17 citations

Works

5 shown

A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters

Journal of Econometrics·2020·3 authors·Open access

17citations

Assessing the effectiveness of local and global quadratic hedging under GARCH models

Quantitative Finance·2017·3 authors

18citations

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

Methodology And Computing In Applied Probability·2017·3 authors·Open access

19citations

Maximum likelihood estimation of the Markov-switching GARCH model

Computational Statistics & Data Analysis·2013·1 author·Open access

66citations

An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products

North American Actuarial Journal·2012·2 authors

20citations