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 0 0 2 60
The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier 0 1 3 19 1 2 8 98
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 0 0 52 1 2 7 236
Total Working Papers 0 1 3 84 2 4 17 394


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 19 0 0 1 100
A Note on Lenk’s Correction of the Harmonic Mean Estimator 0 1 1 12 0 1 3 61
A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes 0 0 0 34 0 0 1 130
Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility 0 0 2 27 1 1 6 138
Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) 0 0 0 15 1 1 4 83
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models 0 0 8 61 0 1 21 192
Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates 0 0 0 7 1 1 2 36
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model 0 0 0 21 0 0 1 54
Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models 0 0 0 34 0 0 4 150
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 32
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 1 4 28 0 3 13 97
VEC-MSF models in Bayesian analysis of short- and long-run relationships 0 1 3 10 1 6 18 40
Total Journal Articles 0 3 18 276 4 14 74 1,113


Statistics updated 2019-07-03