Browsing All of EconStor by Author Faldzinski, Marcin
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2015 | Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej | Balcerzak, Adam P.; Faldzinski, Marcin; Pietrzak, Michal Bernard; Meluzin, Tomas; Zineker, Marek |
2015 | The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances' Equations | Faldzinski, Marcin; Pietrzak, Michal Bernard |
2016 | Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany | Zinecker, Marek; Balcerzak, Adam P.; Faldzinski, Marcin; Pietrzak, Michal Bernad; Meluzin, Tomáš |
2016 | Value-at-Risk with Application of DCC-GARCH Model | Meluzin, Tomas; Zinecker, Marek; Pietrzak, Michal Bernard; Faldzinski, Marcin; Balcerzak, Adam P. |
2016 | Interdependence among Capital Markets of Germany, Poland and Baltic States | Meluzin, Tomas; Zinecker, Marek; Pietrzak, Michal Bernard; Faldzinski, Marcin; Balcerzak, Adam P. |
2016 | Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany | Faldzinski, Marcin; Balcerzak, Adam P.; Meluzin, Tomas; Pietrzak, Michal Bernard; Zinecker, Marek |