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Robert Syrek

Jagiellonian University

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Publication

Featured researches published by Robert Syrek.

Managerial Economics | 2016

The logarithmic ACD model: The microstructure of the German and Polish stock markets

Henryk Gurgul; Robert Syrek

Managerial Economics | 2017

Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective

Henryk Gurgul; Robert Syrek

Managerial Economics | 2017

MIDAS models in banking sector – systemic risk comparison

Henryk Gurgul; Roland Mestel; Robert Syrek

Managerial Economics | 2016

Price duration versus trading volume in high-frequency data for selected DAX companies

Henryk Gurgul; Robert Syrek; Christoph Mitterer

Managerial Economics | 2014

The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange

Henryk Gurgul; Robert Syrek

Zeszyty Naukowe Wyższej Szkoły Ekonomii i Informatyki w Krakowie | 2013

Analiza dynamicznej struktury zależności wybranych indeksów giełdowych

Robert Syrek

Managerial Economics | 2013

The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas

Henryk Gurgul; Roland Mestel; Robert Syrek

Managerial Economics | 2013

The structure of contemporaneous price-volume relationships in financial markets

Henryk Gurgul; Robert Syrek

Managerial Economics | 2013

The optimal portfolio in respect to Expected Shortfall: a comparative study

Henryk Gurgul; Artur Machno; Robert Syrek

Managerial Economics | 2010

Polish stock market and some foreign markets – dependence analysis by regime-switching copulas

Henryk Gurgul; Robert Syrek

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Henryk Gurgul

University of Science and Technology

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Henryk Gurgul

University of Science and Technology

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Roland Mestel

University of Graz

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Christoph Mitterer

University of Graz

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Artur Machno

AGH University of Science and Technology

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