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Short-term dependencies between the volatility of currency, money and capital markets : the case of Poland
Brzeszczyński, Janusz (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002394220
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Determinants of short-term volatility at the Warsaw stock exchange : in-sample vs. out-of-sample forecasts from factor and predictive GARCH models
Brzeszczyński, Janusz (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002374728
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The role of stock and trading intensity in the Magnitude of the interval effect in beta estimation : empirical evidence from Polish capital market
Brzeszczyński, Janusz; Gajdka, Jerzy; Schabek, Tomasz - In: Emerging markets finance & trade : a journal of the … 47 (2011) 1, pp. 28-49
Persistent link: https://www.econbiz.de/10009299108
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Asymmetry in spillover effects : evidence for international stock index futures markets
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 53 (2017), pp. 94-111
Persistent link: https://www.econbiz.de/10011877850
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Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
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Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
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International stock return co-movements and trading activity
Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
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Modelling and forecasting volatility at Warsaw stock exchange: application of ARCH-Models
Brzeszczyński, Janusz - In: East European transition and EU enlargement : a …, (pp. 337-353). 2002
Persistent link: https://www.econbiz.de/10001686531
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Direction quality measures for ARCH models : the case of Warsaw stock exchange stock prices
Welfe, Aleksander; Brzeszczyński, Janusz - In: Macromodels '99 : proceedings of the twenty six …, (pp. 370-383). 2000
Persistent link: https://www.econbiz.de/10001627616