dr Anna Pajor

e-mail:
phone: +48-12-2937470
fax:
web:
interest(s):

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. Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
  2. Bayesian forecasting of the discounted payoff of european call options on WIG20 index in discrete-time SV models



Google
 
Web science24.com
© 1998-2010 pielaszek research, all rights reserved Powered by the Conference Engine