Magdalena Osińska

Magdalena Osińska has 30 years of experience in time series modeling, economic growth analysis, and financial markets research. She contributed to developing advanced quantitative methods for measuring and identifying a mutual impact of the financial markets from risk transfer. She is a specialist in volatility modeling, Granger causality concept, risk measurement, econometric modeling, and forecasting.

She is a professor at the Nicolaus Copernicus University in Torun, Poland, and the Department of Economics Head. She is also the Head of Ph.D. studies in economics at the NCU. She is a referee for international journals. She graduated and held a Ph.D. in Economic Sciences from the Nicolaus Copernicus University in Torun, Poland.

Articles by Magdalena Osińska

Original research

The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets

This study utilizes the extreme value theory (EVT) approach to compare the performance of a wide variety of range-based volatility estimators in the analysis of causality in risk between emerging and developed markets.

24 Aug 2020

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