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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.

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First Name:Marcin
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Last Name:Faldzinski
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RePEc Short-ID:pfa290
http://www.marf.com.pl
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  1. Marek Zinecker & Adam P. Balcerzak & Marcin Faldzinski & Michal Bernad Pietrzak & Tomáš Meluzín, 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, . "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.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2015-12-01. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2015-12-01. Author is listed
  3. NEP-RMG: Risk Management (1) 2016-03-17. Author is listed
  4. NEP-TRA: Transition Economics (3) 2015-12-20 2016-03-17 2016-05-21. Author is listed

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