Concepedia
Statistics
Publications
11
Citations
264
H-Index
Active since
2012
Affiliations
Nicolaus Copernicus University(Current)
Prague University of Economics and Business
University of Stavanger
Marcin Fałdziński is an author at Nicolaus Copernicus University specializing in economics, financial economics, and finance.
Publications per year
2012–2023
Range-based DCC models for covariance and value-at-risk forecasting
Piotr Fiszeder, Marcin Fałdziński, Péter Molnár · Journal of Empirical Finance · 2019 · 59 citations · Full text
Business, Economics, Finance +17
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression
Marcin Fałdziński, Piotr Fiszeder, Witold Orzeszko · Energies · 2020 · 37 citations · Full text
Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets
Michał Bernard Pietrzak, Marcin Fałdziński, Adam P. Balcerzak et al. · Economics & Sociology · 2017 · 30 citations · Full text
Business, Economics, Finance +12
Improving forecasts with the co-range dynamic conditional correlation model
Piotr Fiszeder, Marcin Fałdziński · Journal of Economic Dynamics and Control · 2019 · 26 citations · Full text
Business, Economics, Finance +16
Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany
Marcin Fałdziński, Adam P. Balcerzak, Tomáš Meluzín et al. · Chapters · 2016 · 20 citations · Full text
Social Sciences, Economics, Finance +12
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