Piotr Fiszeder
Names
| first: |
Piotr |
| last: |
Fiszeder |
Identifer
Contact
| email: |
piotr.fiszeder at domain umk.pl
|
| homepage: |
http://www.home.umk.pl/~piter/stronaangielska.htm |
|
| phone: |
+48 56 6114902 |
| postal address: |
Department of Econometrics and Statistics, Faculty of Economic Sciences and Management,
Nicolaus Copernicus University in Torun,
ul. Gagarina 13A,
87-100 Torun
Poland |
Affiliations
-
Uniwersytet Mikolaja Kopernika w Toruniu
/ Wydział Nauk Ekonomicznych i Zarządzania
Research profile
author of:
- Unknown item RePEc:ann:findec:book:y:2004:n:177:ch:13:foe (chapter)
- Unknown item RePEc:ann:findec:book:y:2005:n:00:ch:02:mon (chapter)
- Unknown item RePEc:ann:findec:book:y:2006:n:02:ch:14:mon (chapter)
- Unknown item RePEc:ann:findec:book:y:2007:n:05:ch:01:mon (chapter)
- Unknown item RePEc:ann:findec:book:y:2010:n:08:ch:10:mon (chapter)
- Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - A new look at variance estimation based on low, high and closing prices taking into account the drift (RePEc:bla:stanee:v:67:y:2013:i:4:p:456-481)
by Piotr Fiszeder & Grzegorz Perczak - Nonlinear Granger causality between grains and livestock (RePEc:caa:jnlage:v:64:y:2018:i:7:id:376-2016-agricecon)
by Piotr FISZEDER & Witold ORZESZKO - Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices (RePEc:cpn:umkdem:v:11:y:2011:p:87-98)
by Piotr Fiszeder - Dynamic Hedging Portfolios - Application of Bivariate GARCH Models (RePEc:cpn:umkdem:v:6:y:2004:p:203-212)
by Piotr Fiszeder - Modelling Financial Processes with Long Memory in Mean and Variance (RePEc:cpn:umkdem:v:7:y:2006:p:133-142)
by Piotr Fiszeder - Conformable Models for GARCH Processes (RePEc:cpn:umkdem:v:7:y:2006:p:143-150)
by Piotr Fiszeder - How to Increase Accuracy of Volatility Forecasts Based on GARCH Models (RePEc:cpn:umkdem:v:8:y:2008:p:111-118)
by Piotr Fiszeder - Pricing of Weather Options for Berlin Quoted on the Chicago Mercantile Exchange (RePEc:cpn:umkdem:v:8:y:2008:p:163-170)
by Piotr Fiszeder & Juliusz Pres - Improving forecasts with the co-range dynamic conditional correlation model (RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301356)
by Fiszeder, Piotr & Fałdziński, Marcin - Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies (RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x)
by Fiszeder, Piotr & Małecka, Marta & Molnár, Peter - Improving volatility forecasts: Evidence from range-based models (RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420)
by Fałdziński, Marcin & Fiszeder, Piotr & Molnár, Peter - Range-based DCC models for covariance and value-at-risk forecasting (RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76)
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter - Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices (RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321)
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter - Attention to oil prices and its impact on the oil, gold and stock markets and their covariance (RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x)
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter - Low and high prices can improve volatility forecasts during periods of turmoil (RePEc:eee:intfor:v:32:y:2016:i:2:p:398-410)
by Fiszeder, Piotr & Perczak, Grzegorz - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices (RePEc:fau:fauart:v:62:y:2012:i:5:p:430-449)
by Piotr Fiszeder & Witold Orzeszko - Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression (RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264)
by Marcin Fałdziński & Piotr Fiszeder & Witold Orzeszko - Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies (RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967)
by Piotr Fiszeder & Marta Ma³ecka - Exchange Rate Covariance Modelling by Means of Minimum and Maximum Prices (Modelowanie kowariancji kursow walutowych z zastosowaniem cen minimalnych i maksymalnych) (RePEc:sgm:pzwzuw:v:16:i:76:y:2018:p:37-49)
by Piotr Fiszeder - Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis (RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1285-7)
by Piotr Fiszeder & Ilona Pietryka - Low and high prices can improve covariance forecasts: The evidence based on currency rates (RePEc:wly:jforec:v:37:y:2018:i:6:p:641-649)
by Piotr Fiszeder