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Marcin Fałdziński · Study

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Marcin Fałdziński

4 works· latest 2020· 1 institutionscluster: provisionalORCID 0000-0002-6236-8500

h-index4

i104

Citations152

Works here4

17

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20

Most cited in this library

Range-Based DCC Models for Covariance and Value-at-Risk Forecasting2019 · 59 citations
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression2020 · 36 citations
Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets2017 · 31 citations
Improving forecasts with the co-range dynamic conditional correlation model2019 · 26 citations

Works

4 shown

Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression

Energies·2020·3 authors·Open access

36citations

Improving forecasts with the co-range dynamic conditional correlation model

Journal of Economic Dynamics and Control·2019·2 authors·Open access

26citations

Range-Based DCC Models for Covariance and Value-at-Risk Forecasting

Journal of Empirical Finance·2019·3 authors·Open access

59citations

Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets

Economics & Sociology·2017·5 authors·Open access

31citations