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.
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.