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Details about Marcin Faldzinski

E-mail:
Homepage:http://www.marf.com.pl
Workplace:Wydział Nauk Ekonomicznych i Zarządzania (Faculty of Economic Sciences and Management), Uniwersytet Mikolaja Kopernika w Toruniu (Nicolas Copernicus University), (more information at EDIRC)

Access statistics for papers by Marcin Faldzinski.

Last updated 2016-06-04. Update your information in the RePEc Author Service.

Short-id: pfa290


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Working Papers

2016

  1. Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany
    Working Papers, Institute of Economic Research Downloads View citations (1)
  2. Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany
    Working Papers, Institute of Economic Research Downloads View citations (1)

2015

  1. Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej
    Working Papers, Institute of Economic Research Downloads
  2. The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations
    Working Papers, Institute of Economic Research Downloads

Journal Articles

2012

  1. Detecting Risk Transfer in Financial Markets using Different Risk Measures
    Central European Journal of Economic Modelling and Econometrics, 2012, 4, (1), 45-64 Downloads View citations (2)

2009

  1. Application of Modified POT Method with Volatility Model for Estimation of Risk Measures
    Dynamic Econometric Models, 2009, 9, 119-128 Downloads
  2. ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS
    Equilibrium. Quarterly Journal of Economics and Economic Policy, 2009, 2, (1), 51-59 Downloads

2008

  1. GARCH and SV Models with Application of Extreme Value Theory
    Dynamic Econometric Models, 2008, 8, 45-52 Downloads

Chapters

 
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