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Dive into the research topics where Anna Pajor is active.

Publication


Featured researches published by Anna Pajor.


Central European Journal of Economic Modelling and Econometrics | 2009

Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility

Jacek Osiewalski; Anna Pajor


Central European Journal of Economic Modelling and Econometrics | 2010

Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models

Jacek Osiewalski; Anna Pajor


Central European Journal of Economic Modelling and Econometrics | 2011

A Bayesian Analysis of Exogeneity in Models with Latent Variables

Anna Pajor


Acta Universitatis Lodziensis. Folia Oeconomica | 2005

Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation

Anna Pajor


Central European Journal of Economic Modelling and Econometrics | 2013

A Note on Lenk's Correction of the Harmonic Mean Estimator

Anna Pajor; Jacek Osiewalski


Acta Universitatis Lodziensis. Folia Oeconomica | 2005

Bayesian Comparison of Bivariate SV Models for Two Related Time Series

Anna Pajor


Monografie : prace doktorskie / Akademia Ekonomiczna w Krakowie | 2003

Procesy zmienności stochastycznej SV w bayesowskiej analizie finansowych szeregów czasowych

Anna Pajor


Przegląd Statystyczny | 2006

Bayesowskie modele SV w analizie korelacji warunkowej

Anna Pajor


Przegląd Statystyczny | 2006

BIVARIATE BAYESIAN VECM-SV MODELS FOR POLISH EXCHANGE RATES

Anna Pajor


FindEcon Monograph Series : advances in financial market analysis | 2006

VECM-TSV Models for Two Polish Official Exchange Rates

Anna Pajor

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