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Tomasz Skoczylas

Personal Details

First Name:Tomasz
Middle Name:
Last Name:Skoczylas
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RePEc Short-ID:psk90
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Affiliation

Wydział Nauk Ekonomicznych
Uniwersytet Warszawski

Warszawa, Poland
http://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
  2. Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014. "Generalized Momentum Asset Allocation Model," Working Papers 2014-30, Faculty of Economic Sciences, University of Warsaw.
  3. Tomasz Skoczylas, 2014. "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers 2014-06, Faculty of Economic Sciences, University of Warsaw.

Articles

  1. Tomasz Skoczylas, 2015. "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, vol. 46(5), pages 411-432.
  2. Tomasz Skoczylas, 2013. "Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Tomasz Skoczylas, 2014. "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers 2014-06, Faculty of Economic Sciences, University of Warsaw.

    Cited by:

    1. Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.

Articles

  1. Tomasz Skoczylas, 2013. "Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.

    Cited by:

    1. Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2014-03-22 2015-02-22
  2. NEP-ETS: Econometric Time Series (2) 2014-03-22 2015-02-22
  3. NEP-FOR: Forecasting (2) 2014-03-22 2015-02-22
  4. NEP-RMG: Risk Management (2) 2015-01-31 2015-02-22
  5. NEP-ORE: Operations Research (1) 2015-02-22

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