Access Statistics for Anna Pajor

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 2 2 2 66
The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier 0 0 2 26 1 1 4 206
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 0 0 60 1 2 4 331
Total Working Papers 0 0 2 99 4 5 10 603

Journal Article File Downloads Abstract Views
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 1 3 119
A Note on Lenk’s Correction of the Harmonic Mean Estimator 0 0 0 18 2 2 4 85
A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes 0 0 0 34 0 1 1 141
Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility 0 0 0 27 3 4 4 164
Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) 0 0 0 15 1 1 1 92
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models 0 0 1 64 2 2 5 228
Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates 0 0 0 8 0 0 1 46
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model 0 0 0 22 2 2 2 71
Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models 0 0 0 35 1 1 1 161
Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships 0 0 0 0 0 0 3 9
Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective? 0 0 0 6 0 0 3 10
Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland 0 0 0 8 1 1 2 35
One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models 0 0 0 7 1 2 3 36
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 0 1 42 2 2 5 168
VEC-MSF models in Bayesian analysis of short- and long-run relationships 0 0 0 16 0 1 1 75
Total Journal Articles 0 0 2 324 15 20 39 1,440

Chapter File Downloads Abstract Views
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 1 1 1 8
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 1 4 0 0 3 13
VECM-TSV Models for Two Polish Official Exchange Rates 0 0 0 1 0 0 0 5
Total Chapters 0 0 1 8 1 1 4 33

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08