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 1 64
The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier 0 0 0 24 0 0 0 202
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 0 1 60 0 0 5 327
Total Working Papers 0 0 1 97 0 0 6 593

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 0 0 116
A Note on Lenk’s Correction of the Harmonic Mean Estimator 0 0 0 18 1 1 1 82
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 0 1 160
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 1 1 64 0 2 3 226
Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates 0 0 0 8 1 1 2 46
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model 0 0 0 22 0 0 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 0 1 6
Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective? 0 0 6 6 0 2 10 10
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 0 1 7 0 1 4 34
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 0 1 41 1 1 3 164
VEC-MSF models in Bayesian analysis of short- and long-run relationships 0 0 0 16 0 0 1 74
Total Journal Articles 0 1 9 323 3 8 32 1,411

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 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 0 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 1 29

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Statistics updated 2025-03-03