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prof Jacek Osiewalski

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web: http://www.cyf-kr.edu.pl/~eeosiewa/
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Affiliation:

Cracow University of Economics

address: Rakowicka 27, Kraków, 31-510, Poland
phone: +48-12-2935779
fax: +48-12-2939039
web: http://ae.krakow.pl

Participant:

2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2006-04-21
ended: 2006-04-22
Presented:
2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Bivariate financial time-series models: Bayesian comparison and inference

Publications:
  1. Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches)
  2. Bivariate financial time-series models: Bayesian comparison and inference



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