Similar Search Results

Looking for the pattern of GARCH type models in Polish stock exchange returns : comparison with indices of the EU and the East European stock markets

Fiszeder, Piotr; Románski, Jerzy - In: East European transition and EU enlargement : a …, (pp. 355-369). 2002

Persistent link: https://www.econbiz.de/10001686532

Analiza wyprzedzeń i opóźnień czasowych mie̜dzy indeksami giełdzie papierów wartościowych w Warszawie

Bruzda, Joanna; Fiszeder, Piotr - In: Ekonomia 31 (2001), pp. 145-158

Persistent link: https://www.econbiz.de/10001633567

Nonparametric verification of GARCH-class models for selected Polish exchange rates and stock indices

Fiszeder, Piotr; Orzesko, Witold - In: Finance a úvěr 62 (2012) 5, pp. 430-449

Persistent link: https://www.econbiz.de/10009740488

Forecasting volatility during the outbreak of Russian invasion of Ukraine : application to commodities, stock indices, currencies, and cryptocurrencies

Fiszeder, Piotr; Małecka, Marta - In: Equilibrium : quarterly journal of economics and … 17 (2022) 4, pp. 939-967

Persistent link: https://www.econbiz.de/10014252602

Improving volatility forecasts : evidence from range-based models

Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014445632

Forecasting volatility during the outbreak of Russian invasion of Ukraine : Application to commodities, stock indices, currencies, and cryptocurrencies

Fiszeder, Piotr; Malecka, Marta - 2022

We analyze the effects of the outbreak of the Russian-Ukrainian war on the volatility in commodity and financial markets. The Russian invasion sharply raised the volatility of most assets, however, the scale of reactions was market-specific and some markets exhibited a strong tendency to return...

Persistent link: https://www.econbiz.de/10013406520