Tomasz Skoczylas
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First Name: | Tomasz |
Middle Name: | |
Last Name: | Skoczylas |
Suffix: | |
RePEc Short-ID: | psk90 |
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Affiliation
Wydział Nauk Ekonomicznych
Uniwersytet Warszawski
Warszawa, Polandhttp://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
- Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014. "Generalized Momentum Asset Allocation Model," Working Papers 2014-30, Faculty of Economic Sciences, University of Warsaw.
- Tomasz Skoczylas, 2014. "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers 2014-06, Faculty of Economic Sciences, University of Warsaw.
Articles
- Tomasz Skoczylas, 2015. "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, vol. 46(5), pages 411-432.
- Tomasz Skoczylas, 2013. "Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Tomasz Skoczylas, 2014.
"Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model,"
Working Papers
2014-06, Faculty of Economic Sciences, University of Warsaw.
Cited by:
- Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
Articles
- Tomasz Skoczylas, 2013.
"Modelowanie i prognozowanie zmienności przy użyciu modeli opartych o zakres wahań,"
Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.
Cited by:
- Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2014-03-22 2015-02-22
- NEP-ETS: Econometric Time Series (2) 2014-03-22 2015-02-22
- NEP-FOR: Forecasting (2) 2014-03-22 2015-02-22
- NEP-RMG: Risk Management (2) 2015-01-31 2015-02-22
- NEP-ORE: Operations Research (1) 2015-02-22
Corrections
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