Mateusz Buczyński
Names
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Mateusz |
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Buczyński |
Identifer
Contact
Affiliations
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Uniwersytet Warszawski
/ Wydział Nauk Ekonomicznych
Research profile
author of:
- Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw (RePEc:eee:juecon:v:130:y:2022:i:c:s0094119022000298)
by Czajkowski, Mikołaj & Bylicki, Michał & Budziński, Wiktor & Buczyński, Mateusz - GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks (RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10390-7)
by Mateusz Buczynski & Marcin Chlebus - Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels (RePEc:vrs:finiqu:v:14:y:2018:i:2:p:67-82:n:7)
by Buczyński Mateusz & Chlebus Marcin - Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH( (RePEc:war:wpaper:2017-29)
by Mateusz Buczyński & Marcin Chlebus - Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states (RePEc:war:wpaper:2019-12)
by Mateusz Buczyński & Marcin Chlebus - Valuing externalities of outdoor advertising in an urban setting – the case of Warsaw (RePEc:war:wpaper:2020-01)
by Mikołaj Czajkowski & Michał Bylicki & Wiktor Budziński & Mateusz Buczyński - Size does matter. A study on the required window size for optimal quality market risk models (RePEc:war:wpaper:2020-09)
by Mateusz Buczyński & Marcin Chlebus - GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks (RePEc:war:wpaper:2021-08)
by Mateusz Buczyński & Marcin Chlebus