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prof Jacek Osiewalski |
Affiliation: |
Cracow University of Economics
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| address: | Rakowicka 27, Kraków, 31-510, Poland | | phone: | +48-12-2935779 | | fax: | +48-12-2939039 | | web: | http://ae.krakow.pl | |
Participant: |
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Publications: |
- Bayesian Value-at-Risk and Expected Shortfall for a portfolio (multi- and univariate approaches)
- Bivariate financial time-series models: Bayesian comparison and inference
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