Covariance matrix forecasting using support vector regression von Fiszeder, Piotr, Orzeszko, Witold

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Modelowanie kowariancji kursów walutowych z zastosowaniem cen minimalnych i maksymalnych von Piotr Fiszeder

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Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression von Faldzinski, Marcin, Fiszeder, Piotr, Orzeszko, Witold

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Nonlinear Granger causality between grains and livestock von FISZEDER, Piotr, ORZESZKO, Witold

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Low and high prices can improve covariance forecasts: The evidence based on currency rates von Fiszeder, Piotr

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Low and high prices can improve volatility forecasts during periods of turmoil von Fiszeder, Piotr, Perczak, Grzegorz

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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance von Fiszeder, Piotr, Fałdziński, Marcin, Molnar, Peter

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Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to com-modities, stock indices, currencies, and cryptocurrencies von Fiszeder, Piotr, Małecka, Marta

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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance von Fiszeder, Piotr, Fałdziński, Marcin, Molnár, Peter

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Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study von Dudek, Grzegorz, Fiszeder, Piotr, Kobus, Paweł, Orzeszko, Witold

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Improving forecasts with the co-range dynamic conditional correlation model von Fiszeder, Piotr, Fałdziński, Marcin

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Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies von Fiszeder, Piotr, Małecka, Marta

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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices von Fiszeder, Piotr, Fałdziński, Marcin, Molnar, Peter

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Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis von Fiszeder, Piotr, Pietryka, Ilona

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Range-based DCC models for covariance and value-at-risk forecasting von Fiszeder, Piotr, Fałdziński, Marcin, Molnár, Peter

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Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies von Fiszeder, Piotr, Małecka, Marta, Molnár, Peter

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Improving volatility forecasts: Evidence from range-based models von Fałdziński, Marcin, Fiszeder, Piotr, Molnár, Peter

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MODELING RELATIONS BETWEEN SELECTED MACROECONOMIC PROCESSES AND THE WARSAW STOCK EXCHANGE INDEX von Fiszeder, Piotr, Rowiński, Sebastian

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Range-based DCC models for covariance and value-at-risk forecasting von Molnar, Peter, Fiszeder, Piotr, Fałdziński, Marcin

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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices von Fiszeder, Piotr, Fałdziński, Marcin, Molnár, Peter

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