Grzegorz Perczak

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Active since

2013

Affiliations

Grzegorz Perczak is an author at Nicolaus Copernicus University specializing in stochastic volatility, volatility analysis, and time series volatility modeling.

Publications per year

2013–2016

Publications

Low and high prices can improve volatility forecasts during periods of turmoil

Piotr Fiszeder, Grzegorz Perczak · International Journal of Forecasting · 2016 · 33 citations

Business, Business Economics, Economics +13

A new look at variance estimation based on low, high and closing prices taking into account the drift

Piotr Fiszeder, Grzegorz Perczak · Statistica Neerlandica · 2013 · 19 citations

Business, Economics, Finance +16

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