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 0 2 19 3 3 10 101
The shape of aggregate production functions: evidence from estimates of the World Technology Frontier 0 0 0 52 0 1 7 237
Total Working Papers 0 0 2 84 3 4 19 398


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 1 1 1 20 1 2 2 102
A Note on Lenk’s Correction of the Harmonic Mean Estimator 0 1 2 13 0 3 6 64
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 1 27 0 3 8 141
Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) 0 0 0 15 2 2 5 85
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models 0 0 6 61 2 4 15 196
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 37
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model 0 0 0 21 0 1 2 55
Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models 0 0 0 34 0 1 3 151
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 0 2 28 0 0 9 97
VEC-MSF models in Bayesian analysis of short- and long-run relationships 0 0 2 10 2 9 23 49
Total Journal Articles 1 2 14 278 8 26 76 1,139


Statistics updated 2019-10-05