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Marcin Faldzinski

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This is information that was supplied by Marcin Faldzinski in registering through RePEc. If you are Marcin Faldzinski , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marcin
Middle Name:
Last Name: Faldzinski
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RePEc Short-ID: pfa290

Email:
Homepage: http://www.marf.com.pl
Postal Address:
Phone:

Affiliation

Wydział Nauk Ekonomicznych i Zarządzania
Uniwersytet Mikolaja Kopernika w Toruniu
Location: Toruń, Poland
Homepage: http://www.econ.uni.torun.pl/
Email:
Phone: +48 (56) 621-46-08
Fax:
Postal: ul. Gagarina 13a , 87-100 Toruń
Handle: RePEc:edi:wntorpl (more details at EDIRC)

Works

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Articles

  1. Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz, 2012. "Detecting Risk Transfer in Financial Markets using Different Risk Measures," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(1), pages 45-64, March.
  2. Marcin Faldzinski, 2009. "Application of Modified POT Method with Volatility Model for Estimation of Risk Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 119-128.
  3. Magdalena Osinska & Marcin Faldzinski, 2008. "GARCH and SV Models with Application of Extreme Value Theory," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 45-52.

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