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Economic growth in Ireland in 1980-2014 : a threshold cointegration approach

Boehlke, Jerzy; Fałdziński, Marcin; Gałecki, Maciej; … - In: Argumenta oeconomica 41 (2018) 2, pp. 157-188

Persistent link: https://www.econbiz.de/10012284768

Econometric analysis of economic miracles in selected economies using TECM approach

Boehlke, Jerzy; Fałdziński, Marcin; Gałecki, Maciej; … - In: Economic miracles in the European economies, (pp. 175-230). 2019

Persistent link: https://www.econbiz.de/10012061220

The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets

Fałdziński, Marcin; Osińska, Magdalena - In: The journal of risk model validation 14 (2020) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10014335988

Testing for structural breaks in macroeconomic processes of growth

Fałdziński, Marcin - In: Economic miracles in the European economies, (pp. 125-150). 2019

Persistent link: https://www.econbiz.de/10012061196

Ekonometryczne modelowanie oczekiwań gospodarczych

Osińska, Magdalena - 2000 - Wyd. 1

Persistent link: https://www.econbiz.de/10001506581

Prognostyczna efektywność modelowania zgodnego w zastosowaniu do modeli zatrudnienia i wyddajności pracy w przemyśle

Osińska, Magdalena - In: Ekonomia 20 (1991), pp. 47-56

Persistent link: https://www.econbiz.de/10001155740

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

Fiszeder, Piotr - 2019

The dynamic conditional correlation (DCC) model by Engle (2002) is one of the most popular multivariate volatility models. This model is based solely on closing prices. It has been documented in the literature that the high and low prices of a given day can be used to obtain an efficient...

Persistent link: https://www.econbiz.de/10012863347

Improving forecasts with the co-range dynamic conditional correlation model

Fiszeder, Piotr; Fałdziński, Marcin - In: Journal of economic dynamics & control 108 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012313608

Range-based DCC models for covariance and value-at-risk forecasting

Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Journal of empirical finance 54 (2019), pp. 58-76

Persistent link: https://www.econbiz.de/10012174846

Improving volatility forecasts : evidence from range-based models

Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014445632