E-LIB Suche - Ergebnisse für: Fiszeder, Piotr

1

Improving volatility forecasts: Evidence from range-based m..:

Fałdziński, Marcin ; Fiszeder, Piotr ; Molnár, Peter
The North American Journal of Economics and Finance. 69 (2024) - p. 102019 , 2024

Link: https://doi.org/10.1016/..

2

Forecasting cryptocurrencies volatility using statistical a..:

Dudek, Grzegorz ; Fiszeder, Piotr ; Kobus, Paweł.
Applied Soft Computing. 151 (2024) - p. 111132 , 2024

Link: https://doi.org/10.1016/..

3

Attention to oil prices and its impact on the oil, gold and..:

Fiszeder, Piotr ; Fałdziński, Marcin ; Molnár, Peter
Energy Economics. 120 (2023) - p. 106643 , 2023

Link: https://doi.org/10.1016/..

4

Modeling and forecasting dynamic conditional correlations w..:

Fiszeder, Piotr ; Fałdziński, Marcin ; Molnár, Peter
Journal of Empirical Finance. 70 (2023) - p. 308-321 , 2023

Link: https://doi.org/10.1016/..

5

Forecasting: theory and practice:

Petropoulos, Fotios ; Apiletti, Daniele ; Assimakopoulos, Vassilios...
International Journal of Forecasting. 38 (2022) 3 - p. 705-871 , 2022

Link: https://doi.org/10.1016/..

6

Covariance matrix forecasting using support vector regressi..:

Fiszeder, Piotr ; Orzeszko, Witold
Applied Intelligence. 51 (2021) 10 - p. 7029-7042 , 2021

Link: https://doi.org/10.1007/..

7

Forecasting Volatility of Energy Commodities: Comparison of..:

Fałdziński, Marcin ; Fiszeder, Piotr ; Orzeszko, Witold
Energies. 14 (2020) 1 - p. 6 , 2020

Link: https://doi.org/10.3390/..

8

Improving forecasts with the co-range dynamic conditional c..:

Fiszeder, Piotr ; Fałdziński, Marcin
Journal of Economic Dynamics and Control. 108 (2019) - p. 103736 , 2019

Link: https://doi.org/10.1016/..

9

Range-based DCC models for covariance and value-at-risk for..:

Fiszeder, Piotr ; Fałdziński, Marcin ; Molnár, Peter
Journal of Empirical Finance. 54 (2019) - p. 58-76 , 2019

Link: https://doi.org/10.1016/..

10

Nonlinear Granger causality between grains and livestock:

FISZEDER, Piotr ; ORZESZKO, Witold
Agricultural Economics (Zemědělská ekonomika). 64 (2018) 7 - p. 328-336 , 2018

Link: https://doi.org/10.17221..

11

Low and high prices can improve covariance forecasts: The e..:

Fiszeder, Piotr
Journal of Forecasting. 37 (2018) 6 - p. 641-649 , 2018

Link: https://doi.org/10.1002/..

12

Monetary policy in steering the EONIA and POLONIA rates in ..:

Fiszeder, Piotr ; Pietryka, Ilona
Empirical Economics. 55 (2017) 2 - p. 445-470 , 2017

Link: https://doi.org/10.1007/..

13

Low and high prices can improve volatility forecasts during..:

Fiszeder, Piotr ; Perczak, Grzegorz
International Journal of Forecasting. 32 (2016) 2 - p. 398-410 , 2016

Link: https://doi.org/10.1016/..

14

A new look at variance estimation based on low, high and cl..:

Fiszeder, Piotr ; Perczak, Grzegorz
Statistica Neerlandica. 67 (2013) 4 - p. 456-481 , 2013

Link: https://doi.org/10.1111/..

15

Looking for the pattern of GARCH type models in Polish stoc..

, In: East European transition and EU enlargement / Wojciech W. Charemza ... (Eds.)

comparison with indices of the EU and the East European sto...

Fiszeder, Piotr ; Románski, Jerzy. (2002) - p. 355-369

Copies: BB WiWi: 11a vwl 324 4an/486