Piotr Fiszeder
Uniwersytet Mikolaja Kopernika w Toruniu
H-index: 15
Europe-Poland
Top articles of Piotr Fiszeder
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Improving volatility forecasts: Evidence from range-based models | The North American Journal of Economics and Finance | Marcin Fałdziński Piotr Fiszeder Peter Molnár | 2024/1/1 |
Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study | Applied Soft Computing | Grzegorz Dudek Piotr Fiszeder Paweł Kobus Witold Orzeszko | 2024/1/1 |
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices | Journal of Empirical Finance | Piotr Fiszeder Marcin Fałdziński Peter Molnár | 2023 |
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance | Energy Economics | Piotr Fiszeder Marcin Fałdziński Peter Molnár | 2023/4/1 |
Forecasting: theory and practice | Fotios Petropoulos Daniele Apiletti Vassilios Assimakopoulos Mohamed Zied Babai Devon K Barrow | 2022/7/1 | |
Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies | Equilibrium. Quarterly Journal of Economics and Economic Policy | Piotr Fiszeder Marta Małecka | 2022 |
Covariance matrix forecasting using support vector regression | Applied intelligence | Piotr Fiszeder Witold Orzeszko | 2021/10 |
Forecasting currency covariances using machine learning tree-based algorithms with low and high prices | Przegląd Statystyczny | Sylwester Bejger Piotr Fiszeder | 2021/12/30 |
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression | Energies | Marcin Fałdziński Piotr Fiszeder Witold Orzeszko | 2020 |
Co-Authors
