Skip to contents Malecka, Marta [Author] Industry standard and econometric standard : the search for powerful approach to evaluate VaR models Articles View online Schließen > Access https://dbc.wroc.pl/Content/110252/Malecka_Industry_standard_and_econometric_standard.pdf https://www.doi.org/10.15611/aoe.2021.1.01 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Argumenta oeconomica ; 46(2021), 1, Seite 6-30 Małecka, Marta [Author] Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model Articles View online Schließen > Access https://www.exeley.com/statistics_in_transition/pdf/10.21307/stattrans-2021-008 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Statistics in transition ; 22(2021), 1 vom: März, Seite 145-162 Małecka, Marta [Author] Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York: Exeley, 2021 Małecka, Marta [Author]; Mikulec, Artur [Author] 39th Conference Multivariate Statistical Analysis MSA 2021 : conference review Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Statistics in transition ; 23(2022), 2 vom: Juni, Seite 211-214 Małecka, Marta [Author]; Mikulec, Artur [Author] 39th Conference Multivariate Statistical Analysis MSA 2021: Conference review Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Warsaw: Sciendo, 2022 Fiszeder, Piotr [Author]; Malecka, Marta [Author] Forecasting volatility during the outbreak of Russian invasion of Ukraine : Application to commodities, stock indices, currencies, and cryptocurrencies Books View online Schließen > Access https://ssrn.com/abstract=4109874 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Fiszeder, Piotr [Author]; Małecka, Marta [Author] Forecasting volatility during the outbreak of Russian invasion of Ukraine : application to commodities, stock indices, currencies, and cryptocurrencies Articles View online Schließen > Access Full access (via DOI) http://economic-research.pl/Journals/index.php/eq/article/download/2138/2001/3278 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Equilibrium ; 17(2022), 4 vom: Dez., Seite 939-967 Wdowinski, Piotr [Author]; Malecka, Marta [Author] Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1568748 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: CESifo Working Paper Series ; No. 2974 Wdowiński, Piotr [Author]; Malecka, Marta [Author] Asymmetry in volatility: A comparison of developed and transition stock markets Books View online Schließen > Links http://hdl.handle.net/10419/39039 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich: Center for Economic Studies and ifo Institute (CESifo), 2010 Małecka, Marta New runs‐based approach to testing value at risk forecasts Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2024 Published in: Journal of Forecasting (2024) Małecka, Marta Estimation risk taking into consideration the effect of forecasting scheme: robust inference about VaR Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Główny Urząd Statystyczny, 2022 Published in: Wiadomości Statystyczne. The Polish Statistician, 67 (2022) 10, Seite 1-27 Małecka, Marta Industry standard and econometric standard: the search for powerful approach to evaluate var models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wroclaw University of Economics and Business, 2021 Published in: Argumenta Oeconomica, 2021 (2021) 1, Seite 5-30 Małecka, Marta Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Polskie Towarzystwo Statystyczne, 2021 Published in: Statistics in Transition New Series, 22 (2021) 1, Seite 145-162 Marta Małecka Comparative analysis of sigma-based, quantile-based and time series VaR estimators Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2015 Published in: Acta Universitatis Lodziensis. Folia Oeconomica, 1 (2015) 311 Małecka, Marta Spectral density tests in VaR failure correlation analysis Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wroclaw University of Economics and Business, 2015 Published in: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu (2015) 381 Małecka, Marta Duration-based approach to VaR independence backtesting Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Polskie Towarzystwo Statystyczne, 2014 Published in: Statistics in Transition new series, 15 (2014) 4, Seite 627-636 Marta Małecka GARCH CLASS MODELS PERFORMANCE IN CONTEXT OF HIGH MARKET VOLATILITY Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2014 Published in: Acta Universitatis Lodziensis. Folia Oeconomica, 3 (2014) 302 Małecka, Marta; Pietrzyk, Radosław A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2024 Published in: Quality & Quantity (2024) Małecka, Marta; Mikulec, Artur 39th Conference Multivariate Statistical Analysis MSA 2021. Conference Review Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Polskie Towarzystwo Statystyczne, 2022 Published in: Statistics in Transition New Series, 23 (2022) 2, Seite 211-214 Fiszeder, Piotr; Malecka, Marta Forecasting volatility during the outbreak of Russian invasion of Ukraine: Application to commodities, stock indices, currencies, and cryptocurrencies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2022 Published in: SSRN Electronic Journal (2022)
Malecka, Marta [Author] Industry standard and econometric standard : the search for powerful approach to evaluate VaR models Articles View online Schließen > Access https://dbc.wroc.pl/Content/110252/Malecka_Industry_standard_and_econometric_standard.pdf https://www.doi.org/10.15611/aoe.2021.1.01 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Argumenta oeconomica ; 46(2021), 1, Seite 6-30
> Access https://dbc.wroc.pl/Content/110252/Malecka_Industry_standard_and_econometric_standard.pdf https://www.doi.org/10.15611/aoe.2021.1.01 Show more show less
Małecka, Marta [Author] Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model Articles View online Schließen > Access https://www.exeley.com/statistics_in_transition/pdf/10.21307/stattrans-2021-008 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Statistics in transition ; 22(2021), 1 vom: März, Seite 145-162
> Access https://www.exeley.com/statistics_in_transition/pdf/10.21307/stattrans-2021-008 Full access (via DOI) Show more show less
Małecka, Marta [Author] Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York: Exeley, 2021
Małecka, Marta [Author]; Mikulec, Artur [Author] 39th Conference Multivariate Statistical Analysis MSA 2021 : conference review Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Statistics in transition ; 23(2022), 2 vom: Juni, Seite 211-214
Małecka, Marta [Author]; Mikulec, Artur [Author] 39th Conference Multivariate Statistical Analysis MSA 2021: Conference review Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Warsaw: Sciendo, 2022
Fiszeder, Piotr [Author]; Malecka, Marta [Author] Forecasting volatility during the outbreak of Russian invasion of Ukraine : Application to commodities, stock indices, currencies, and cryptocurrencies Books View online Schließen > Access https://ssrn.com/abstract=4109874 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Fiszeder, Piotr [Author]; Małecka, Marta [Author] Forecasting volatility during the outbreak of Russian invasion of Ukraine : application to commodities, stock indices, currencies, and cryptocurrencies Articles View online Schließen > Access Full access (via DOI) http://economic-research.pl/Journals/index.php/eq/article/download/2138/2001/3278 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Equilibrium ; 17(2022), 4 vom: Dez., Seite 939-967
> Access Full access (via DOI) http://economic-research.pl/Journals/index.php/eq/article/download/2138/2001/3278 Show more show less
Wdowinski, Piotr [Author]; Malecka, Marta [Author] Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1568748 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: CESifo Working Paper Series ; No. 2974
Wdowiński, Piotr [Author]; Malecka, Marta [Author] Asymmetry in volatility: A comparison of developed and transition stock markets Books View online Schließen > Links http://hdl.handle.net/10419/39039 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Munich: Center for Economic Studies and ifo Institute (CESifo), 2010
Małecka, Marta New runs‐based approach to testing value at risk forecasts Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2024 Published in: Journal of Forecasting (2024)
Małecka, Marta Estimation risk taking into consideration the effect of forecasting scheme: robust inference about VaR Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Główny Urząd Statystyczny, 2022 Published in: Wiadomości Statystyczne. The Polish Statistician, 67 (2022) 10, Seite 1-27
Małecka, Marta Industry standard and econometric standard: the search for powerful approach to evaluate var models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wroclaw University of Economics and Business, 2021 Published in: Argumenta Oeconomica, 2021 (2021) 1, Seite 5-30
Małecka, Marta Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Polskie Towarzystwo Statystyczne, 2021 Published in: Statistics in Transition New Series, 22 (2021) 1, Seite 145-162
Marta Małecka Comparative analysis of sigma-based, quantile-based and time series VaR estimators Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2015 Published in: Acta Universitatis Lodziensis. Folia Oeconomica, 1 (2015) 311
Małecka, Marta Spectral density tests in VaR failure correlation analysis Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wroclaw University of Economics and Business, 2015 Published in: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu (2015) 381
Małecka, Marta Duration-based approach to VaR independence backtesting Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Polskie Towarzystwo Statystyczne, 2014 Published in: Statistics in Transition new series, 15 (2014) 4, Seite 627-636
Marta Małecka GARCH CLASS MODELS PERFORMANCE IN CONTEXT OF HIGH MARKET VOLATILITY Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2014 Published in: Acta Universitatis Lodziensis. Folia Oeconomica, 3 (2014) 302
Małecka, Marta; Pietrzyk, Radosław A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2024 Published in: Quality & Quantity (2024)
Małecka, Marta; Mikulec, Artur 39th Conference Multivariate Statistical Analysis MSA 2021. Conference Review Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Polskie Towarzystwo Statystyczne, 2022 Published in: Statistics in Transition New Series, 23 (2022) 2, Seite 211-214
Fiszeder, Piotr; Malecka, Marta Forecasting volatility during the outbreak of Russian invasion of Ukraine: Application to commodities, stock indices, currencies, and cryptocurrencies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2022 Published in: SSRN Electronic Journal (2022)
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