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Marcin Pitera · Study

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Marcin Pitera

3 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0003-2469-8864

h-index3

i103

Citations74

Works here3

13

16

18

Most cited in this library

Unbiased Estimation of Risk2016 · 25 citations
New fat-tail normality test based on conditional second moments with applications to finance2018 · 25 citations
On spatial contagion and multivariate GARCH models2013 · 24 citations

Works

3 shown

New fat-tail normality test based on conditional second moments with applications to finance

arXiv (Cornell University)·2018·2 authors·preprint·Open access

25citations

Unbiased Estimation of Risk

Journal of Banking & Finance·2016·2 authors·Open access

25citations

On spatial contagion and multivariate GARCH models

Applied Stochastic Models in Business and Industry·2013·2 authors·Open access

24citations