489 total citations 51 papers, 297 citations indexed
About
Mateusz Pipień is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance.
According to data from OpenAlex, Mateusz Pipień has authored 51 papers receiving a total of 297 indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 29 papers in Economics and Econometrics and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Mateusz Pipień's work include Financial Risk and Volatility Modeling (27 papers), Monetary Policy and Economic Impact (13 papers) and Market Dynamics and Volatility (13 papers). Mateusz Pipień is often cited by papers focused on Financial Risk and Volatility Modeling (27 papers), Monetary Policy and Economic Impact (13 papers) and Market Dynamics and Volatility (13 papers). Mateusz Pipień collaborates with scholars based in Poland and United States. Mateusz Pipień's co-authors include Jacek Osiewalski and Sylwia Roszkowska and has published in prestigious journals such as Journal of Econometrics, Entropy and Journal of Financial Services Research.
Citations per year, relative to Mateusz Pipień Mateusz Pipień (= 1×)
peers
Erick W. Rengifo
Countries citing papers authored by Mateusz Pipień
Since
Specialization
Citations
This map shows the geographic impact of Mateusz Pipień's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mateusz Pipień with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mateusz Pipień more than expected).
This network shows the impact of papers produced by Mateusz Pipień. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mateusz Pipień. The network helps show where Mateusz Pipień may publish in the future.
Co-authorship network of co-authors of Mateusz Pipień
This figure shows the co-authorship network connecting the top 25 collaborators of Mateusz Pipień.
A scholar is included among the top collaborators of Mateusz Pipień based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Mateusz Pipień. Mateusz Pipień is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Pipień, Mateusz, et al.. (2017). Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries. RePEc: Research Papers in Economics. 9(3). 201–241.7 indexed citations
3.
Pipień, Mateusz, et al.. (2016). Koncepcja wstęgowego zegara cyklu koniunkturalnego w ujęciu nieparametrycznym. Przegląd Statystyczny Statistical Review. 63. 375–390.
4.
Pipień, Mateusz, et al.. (2015). Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA. RePEc: Research Papers in Economics. 7(3). 169–186.2 indexed citations
5.
Pipień, Mateusz, et al.. (2015). Własności empiryczne cyklu finansowego - analiza porównawcza Czech, Polski, Węgier, Wielkiej Brytanii i USA. eRIKA repository (Jan Matejko Academy Of Fine Arts). 56. 81–112.
6.
Pipień, Mateusz, et al.. (2013). Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. RePEc: Research Papers in Economics. 5(2). 85–102.10 indexed citations
7.
Pipień, Mateusz, et al.. (2012). On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. RePEc: Research Papers in Economics. 4(2). 95–116.16 indexed citations
Osiewalski, Jacek, et al.. (2006). Bayesian Analysis of Main Bivariate GARCH and SV models for PLN/USD and PLN/DEM (1996-2001). RePEc: Research Papers in Economics. 7. 25–35.1 indexed citations
10.
Pipień, Mateusz, et al.. (2005). Bayesowska analiza europejskiej opcji kupna i strategii delta neutralnej z wykorzystaniem procesów GARCH i CSV. Przegląd Statystyczny Statistical Review. 52. 37–63.2 indexed citations
11.
Osiewalski, Jacek & Mateusz Pipień. (2005). Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models. University of Lodz Repository (University of Łódź). 213–227.1 indexed citations
12.
Pipień, Mateusz. (2005). Value-At-Risk Estimates and Capital Requirements for Market Risk Obtained from GARCH Predictive Densities. Acta Universitatis Lodziensis Folia oeconomica. 197–218.
13.
Pipień, Mateusz. (2004). Zastosowanie wnioskowania Bayesowskiego do określania współczynnika zabezpieczenia w terminowym kontrakcie walutowym. Przegląd Statystyczny Statistical Review. 51. 27–48.2 indexed citations
14.
Pipień, Mateusz. (2004). Garch processes with skewed-t and stable conditional distributions. Bayesian analysis for PLN/USD exchange rate. 45. 45–62.3 indexed citations
15.
Osiewalski, Jacek & Mateusz Pipień. (2004). Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries. University of Lodz Repository (University of Łódź). 219–238.1 indexed citations
16.
Osiewalski, Jacek & Mateusz Pipień. (2003). Bayesian analysis and option pricing in univariate GARCH models with asymmetries and GARCH-in-Mean effects. Przegląd Statystyczny Statistical Review. 50. 5–29.17 indexed citations
17.
Pipień, Mateusz. (2003). Zastosowanie wnioskowania bayesowskiego do wyceny opcji. Zeszyty Naukowe / Akademia Ekonomiczna w Krakowie. 71–85.
18.
Osiewalski, Jacek & Mateusz Pipień. (2003). Bayesian Estimation of a Bivariate BEKK-GARCH Process - the Conditional ECM Framework. Prace Naukowe Akademii Ekonomicznej we Wrocławiu. 161–172.1 indexed citations
19.
Osiewalski, Jacek & Mateusz Pipień. (2002). Multivariate ARCH - Type Models : A Bayesian Comparison. 5. 25–36.
20.
Pipień, Mateusz. (1999). Estymacja modeli GARCH : MNW i podejście bayesowskie. Przegląd Statystyczny Statistical Review. 46. 239–255.2 indexed citations
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