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dr Anna Pajor
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phone:
+48-12-2937470
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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
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"
Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
Participant:
3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2007-11-22
ended:
2007-11-24
Presented:
3 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Bayesian forecasting of the discounted payoff of european call options on WIG20 index in discrete-time SV models
Participant:
5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2010-11-25
ended:
2010-11-27
Presented:
5 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches)
Publications:
Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models
Bayesian forecasting of the discounted payoff of european call options on WIG20 index in discrete-time SV models
Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches)
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