M. Kostrzewski

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it
• Electrical and Electronic Engineering — 5 citations into it

Whom M. Kostrzewski trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rafal Weron
2. Francis X. Diebold

Who trusts M. Kostrzewski overall

1. Gael M. Martin
2. David T. Frazier

Papers from M. Kostrzewski's perspective

Ordered by how strongly the researchers M. Kostrzewski trusts endorse each paper. Same corpus, a different order for every researcher.

1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
2. Strictly Proper Scoring Rules, Prediction, and Estimation
3. Quantiles as optimal point forecasts
4. Financial Modelling with Jump Processes
5. Combining forecasts: A review and annotated bibliography
6. Making and Evaluating Point Forecasts
7. An empirical comparison of alternate regime-switching models or electricity spot prices
8. Another look at measures of forecast accuracy
9. Market Operations in Electric Power Systems : Forecasting, Scheduling, and Risk Management
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Probabilistic electricity price forecasting with Bayesian stochastic volatility models (2019) — 61 citations