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Piotr Fiszeder

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Personal Details

First Name:Piotr
Middle Name:
Last Name:Fiszeder
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RePEc Short-ID:pfi197

Works

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Articles

  1. Fiszeder, Piotr & Perczak, Grzegorz, 2016. "Low and high prices can improve volatility forecasts during periods of turmoil," International Journal of Forecasting, Elsevier, vol. 32(2), pages 398-410.
  2. Piotr Fiszeder & Grzegorz Perczak, 2013. "A new look at variance estimation based on low, high and closing prices taking into account the drift," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 456-481, November.
  3. Piotr Fiszeder & Witold Orzeszko, 2012. "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 430-449, November.
  4. Piotr Fiszeder, 2011. "Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 87-98.
  5. Piotr Fiszeder & Juliusz Pres, 2008. "Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 163-170.
  6. Piotr Fiszeder, 2008. "How to Increase Accuracy of Volatility Forecasts Based on GARCH Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 111-118.
  7. Piotr Fiszeder, 2006. "Conformable Models for GARCH Processes," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 143-150.
  8. Piotr Fiszeder, 2006. "Modelling Financial Processes with Long Memory in Mean and Variance," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 133-142.
  9. Piotr Fiszeder, 2004. "Dynamic Hedging Portfolios - Application of Bivariate GARCH Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 203-212.

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