Anna Pajor

Names

Identifer

Contact

Affiliations

• Uniwersytet Jagielloński w Krakowie (weight: 21%)
  • https://en.uj.edu.pl/en
  • location: Poland, Kraków
• Uniwersytet Ekonomiczny w Krakowie (weight: 64%)
  • EDIRC entry
  • location:

Research profile

author of:

• Unknown item RePEc:ann:findec:book:y:2005:n:192:ch:14:foe (chapter)
• Unknown item RePEc:ann:findec:book:y:2006:n:02:ch:01:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2006:n:02:ch:03:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2007:n:03:ch:01:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2007:n:03:ch:07:mon (chapter)
• Unknown item RePEc:ann:findec:book:y:2009:n:07:ch:09:mon (chapter)
• Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models (RePEc:arx:papers:physics/0607176)
  by Anna Pajor
• Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective? (RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86)
  by Anna Pajor & Justyna Wróblewska & Łukasz Kwiatkowski & Jacek Osiewalski
• VEC-MSF models in Bayesian analysis of short- and long-run relationships (RePEc:bpj:sndecm:v:21:y:2017:i:3:p:22:n:2)
  by Pajor Anna & Wróblewska Justyna
• Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model (RePEc:cpn:umkdem:v:11:y:2011:p:41-54)
  by Anna Pajor
• Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland (RePEc:cpn:umkdem:v:7:y:2006:p:169-178)
  by Anna Pajor
• Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) (RePEc:cpn:umkdem:v:7:y:2006:p:25-36)
  by Jacek Osiewalski & Anna Pajor & Mateusz Pipien
• Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates (RePEc:cpn:umkdem:v:8:y:2008:p:147-154)
  by Anna Pajor
• Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models (RePEc:cpn:umkdem:v:9:y:2009:p:81-90)
  by Anna Pajor
• The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier (RePEc:ekd:002625:2756)
  by Jakub Growiec & Anna Pajor & Dorota Pelle & Artur Predki
• The shape of aggregate production functions: evidence from estimates of the World Technology Frontier (RePEc:nbp:nbpbik:v:46:y:2015:i:4:p:299-326)
  by Jakub Growiec & Anna Pajor & Dorota Gorniak & Artur Predki
• The shape of aggregate production functions: evidence from estimates of the World Technology Frontier (RePEc:nbp:nbpmis:102)
  by Jakub Growiec & Anna Pajor & Dorota Pelle & Artur Prędki
• A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes (RePEc:psc:journl:v:1:y:2009:i:1:p:71-81)
  by Anna Pajor
• Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility (RePEc:psc:journl:v:1:y:2009:i:2:p:179-202)
  by Jacek Osiewalski & Anna Pajor
• One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models (RePEc:psc:journl:v:11:y:2019:i:1:p:23-45)
  by Justyna Wróblewska & Anna Pajor
• Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models (RePEc:psc:journl:v:2:y:2010:i:4:p:253-277)
  by Jacek Osiewalski & Anna Pajor
• A Bayesian Analysis of Exogeneity in Models with Latent Variables (RePEc:psc:journl:v:3:y:2011:i:2:p:49-73)
  by Anna Pajor
• A Note on Lenk’s Correction of the Harmonic Mean Estimator (RePEc:psc:journl:v:5:y:2013:i:4:p:271-275)
  by Anna Pajor & Jacek Osiewalski
• Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships (RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00203-x)
  by Anna Pajor & Justyna Wróblewska