| Range-based DCC models for covariance and value-at-risk forecasting P Fiszeder, M Fałdziński, P Molnár Journal of Empirical Finance 54, 58-76, 2019 | 54 | 2019 |
| Short-term shocks and longterm relationships of interdependencies among central european capital markets MB Pietrzak, M Faldzinski, AP Balcerzak, T Meluzin, M Zinecker Economics & Sociology 10 (1), 61, 2017 | 51 | 2017 |
| Forecasting volatility of energy commodities: Comparison of GARCH models with support vector regression M Fałdziński, P Fiszeder, W Orzeszko Energies 14 (1), 6, 2020 | 38 | 2020 |
| Improving forecasts with the co-range dynamic conditional correlation model P Fiszeder, M Fałdziński Journal of Economic Dynamics and Control 108, 103736, 2019 | 29 | 2019 |
| Cointegration of interdependencies among capital markets of chosen Visegrad countries and Germany M Fałdziński, AP Balcerzak, T Meluzín, MB Pietrzak, M Zineker | 28 | 2016 |
| Application of DCC-GARCH model for analysis of interrelations among capital markets of Poland, Czech Republic and Germany M Zinecker, AP Balcerzak, M Faldzinski, MB Pietrzak, T Meluzin Institute of Economic Research Working Papers, 2016 | 27 | 2016 |
| Detecting risk transfer in financial markets using different risk measures M Fałdziński, M Osińska, T Zdanowicz Central European Journal of Economic Modelling and Econometrics, 45-64-45-64, 2012 | 23 | 2012 |
| Teoria wartości ekstremalnych w ekonometrii finansowej M Fałdziński Wydawnictwo Naukowe Uniwersytetu Mikołaja Kopernika, 2014 | 15 | 2014 |
| Econometric analysis of the risk transfer in capital markets. The case of China M Osińska, M Fałdziński, T Zdanowicz Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu, 2012 | 15 | 2012 |
| Attention to oil prices and its impact on the oil, gold and stock markets and their covariance P Fiszeder, M Fałdziński, P Molnár Energy Economics 120, 106643, 2023 | 11 | 2023 |
| Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices P Fiszeder, M Fałdziński, P Molnár Journal of Empirical Finance 70, 308-321, 2023 | 10 | 2023 |
| The Multivariate DCC-GARCH model with interdependence among markets in conditional variances’ equations M Fałdziński, MB Pietrzak Przegląd Statystyczny 62 (4), 397-413, 2015 | 10 | 2015 |
| Searching for factors of accelerated economic growth: The case of Ireland and Turkey J Boehlke, M Fałdzinski, M Gałecki, M Osińska European Research Studies 23 (1), 292-304, 2020 | 9 | 2020 |
| On The Empirical Importance Of The Spectral Risk Measure With Extreme Value Theory Approach M Fałdziński University of Lodz 9, 73-86, 2011 | 7 | 2011 |
| Economic growth in Ireland in 1980–2014. A threshold cointegration approach J Boehlke, M Fałdziński, M Gałecki, M Osińska Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu, 2018 | 6 | 2018 |
| Improving volatility forecasts: Evidence from range-based models M Fałdziński, P Fiszeder, P Molnár The North American Journal of Economics and Finance 69, 102019, 2024 | 5 | 2024 |
| Extreme value theory in application to delivery delays M Fałdziński, M Osińska, W Zalewski Entropy 23 (7), 788, 2021 | 5 | 2021 |
| Dynamics of economic growth in Ireland in 1980–2014 J Boehlke, M Faldzinski, M Galecki, M Osinska π-Economy 10 (2), 7-20, 2017 | 5 | 2017 |
| Modele GARCH i SV z zastosowaniem teorii wartości ekstremalnych, nr X,[w:] Zielinski Z.(red.) M Osińska, M Fałdziński Dynamiczne Modele Ekonometryczne, 2007 | 5 | 2007 |
| GARCH and SV models with application of Extreme Value Theory M Osińska, M Fałdziński Dynamic Econometric Models 8, 45-52, 2008 | 4 | 2008 |
Magdalena OsińskaProfessor of Economics, Nicolaus Copernicus UniversityPotvrđena adresa e-pošte na umk.pl