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Marcin Faldzinski

Personal Details

First Name:Marcin
Middle Name:
Last Name:Faldzinski
Suffix:
RePEc Short-ID:pfa290
http://www.marf.com.pl

Affiliation

Wydział Nauk Ekonomicznych i Zarządzania
Uniwersytet Mikolaja Kopernika w Toruniu

Toruń, Poland
http://www.econ.uni.torun.pl/

: +48 (56) 621-46-08

ul. Gagarina 13a , 87-100 Toruń
RePEc:edi:wntorpl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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.

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. "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.

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. 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.

    Cited by:

    1. Tomas Meluzin & Marek Zinecker, 2016. "Trends In Ipos: The Evidence From Cee Capital Markets," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(2), pages 327-341, June.

  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.

    Cited by:

    1. Tomas Meluzin & Marek Zinecker, 2016. "Trends In Ipos: The Evidence From Cee Capital Markets," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(2), pages 327-341, June.

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.

    Cited by:

    1. Mario Brandtner, 2016. "“Spectral Risk Measures: Properties and Limitations”: Comment on Dowd, Cotter, and Sorwar," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(1), pages 121-131, February.
    2. Mario Brandtner, 2016. "Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke," Management Review Quarterly, Springer;Vienna University of Economics and Business, vol. 66(2), pages 75-115, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 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
  2. NEP-ECM: Econometrics (1) 2015-12-01
  3. NEP-ETS: Econometric Time Series (1) 2015-12-01
  4. NEP-RMG: Risk Management (1) 2016-03-17

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