IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Marcin Faldzinski

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
RePEc Short-ID:pfa290
in new window
  1. Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Michal Bernad Pietrzak & Tomáš Meluzin, 2016. "Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany," Working Papers 4/2016, Institute of Economic Research, revised Feb 2016.
  2. Marcin Faldzinski & Adam P. Balcerzak & Tomas Meluzin & Michal Bernard Pietrzak & Marek Zinecker, 2016. "Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany," Working Papers 21/2016, Institute of Economic Research, revised May 2016.
  3. Adam P. Balcerzak & Marcin Faldzinski & Michal Bernard Pietrzak & Tomas Meluzin & Marek Zineker, 2015. "Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej," Working Papers 167/2015, Institute of Economic Research, revised Dec 2015.
  4. Marcin Faldzinski & Michal Bernard Pietrzak, "undated". "The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations," Working Papers 164/2015, Institute of Economic Research, revised Nov 2015.
  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. "Estimation Of The Probable Maximum Loss Based On Extreme Value Theory For Stock Returns," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 2(1), pages 51-59, June.
  3. 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.
  4. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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-TRA: Transition Economics (3) 2015-12-20 2016-03-17 2016-05-21. Author is listed
  2. NEP-ECM: Econometrics (1) 2015-12-01. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2015-12-01. Author is listed
  4. NEP-RMG: Risk Management (1) 2016-03-17. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Marcin Faldzinski should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.