Access Statistics for Anna Pajor

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models	0	0	0	13	0	1	1	64
The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier	0	0	0	24	0	0	2	202
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier	0	0	1	60	0	1	5	327
Total Working Papers	0	0	1	97	0	2	8	593

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Bayesian Analysis of Exogeneity in Models with Latent Variables	0	0	0	22	0	0	0	116
A Note on Lenk’s Correction of the Harmonic Mean Estimator	0	0	0	18	0	0	0	81
A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes	0	0	0	34	0	0	1	140
Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility	0	0	0	27	0	1	2	160
Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)	0	0	0	15	0	0	0	91
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models	0	0	0	63	1	1	1	224
Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates	0	0	0	8	0	1	1	45
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model	0	0	0	22	0	2	5	69
Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models	0	0	0	35	0	0	0	160
Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships	0	0	0	0	0	1	1	6
Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?	0	1	6	6	1	2	8	8
Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland	0	0	0	8	0	0	0	33
One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models	0	1	1	7	0	2	3	33
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier	0	0	1	41	0	0	3	163
VEC-MSF models in Bayesian analysis of short- and long-run relationships	0	0	0	16	0	0	1	74
Total Journal Articles	0	2	8	322	2	10	26	1,403

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bayes Factors for Bivariate GARCH and SV Models	0	0	0	2	0	0	0	5
Bayesian Analysis and Forecasting of the Conditional Correlations Between Stock Index Returns with Multivariate SV Models	0	0	0	0	0	0	0	1
Bayesian Analysis of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates	0	0	0	1	0	0	0	7
Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation	0	0	0	0	0	0	0	1
Flexibility and Parsimony in Multivariate Financial Modelling: a Hybrid Bivariate DCC-SV Model	0	0	0	3	0	0	1	10
VECM-TSV Models for Two Polish Official Exchange Rates	0	0	0	1	0	0	1	5
Total Chapters	0	0	0	7	0	0	2	29

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Statistics updated 2024-12-04