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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
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Low and high prices can improve volatility forecasts during periods of turmoil
Fiszeder, Piotr; Perczak, Grzegorz - In: International journal of forecasting 32 (2016) 2, pp. 398-410
Persistent link: https://www.econbiz.de/10011597123
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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Energy economics 120 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr; Fałdziński, Marcin; Molnár, Peter - In: Journal of empirical finance 70 (2023), pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
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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