dr Mateusz Pipień

e-mail:
phone: +48-12-2935277
fax: +48-12-2935057
web: http://www.cyf-kr.edu.pl/~eepipien
interest(s): Bayesian inference, financial econometrics

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

Publications:
  1. An approach to measuring the relation between risk and return. Bayesian analysis for WIG data.
  2. Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions



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