Mateusz Buczyński

Mateusz Buczyński

University of Warsaw - Warsaw / Poland
Economics & Econometrics / Economics
AD Scientific Index ID: 5186803
Uniwersytet Warszawski
person_outline Mateusz Buczyński's MOST POPULAR ARTICLES
1-) Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility statesM Buczyński, M ChlebusJournal of Risk Model Validation 14 (2), 1-20, 2020172020
2-) Valuing externalities of outdoor advertising in an urban setting–the case of WarsawM Czajkowski, M Bylicki, W Budziński, M BuczyńskiJournal of Urban Economics 130, 103452, 202282022
3-) GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural NetworksM Buczynski, M ChlebusComputational Economics 63 (5), 1949-1979, 2024
4-) The importance of window size: a study on the required window size for optimal-quality market risk modelsM Buczyński, M ChlebusJournal of Risk Model Validation 16 (1), 20224*2022
5-) Financial Time Series Models—Comprehensive Review of Deep Learning Approaches and Practical RecommendationsM Buczyński, M Chlebus, K Kopczewska, M ZajenkowskiEngineering Proceedings 39 (1), 79, 2023