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prof Mateusz Pipień
e-mail: | ***@cyf-kr.edu.pl |
phone: | +48-12-2935277 |
fax: | +48-12-2935057 |
web: | http://www.cyf-kr.edu.pl/~eepipien |
interest(s): | Bayesian inference, financial econometrics, economic cycles, nonparametric approach |
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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 | |
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Publications: |
- Almost Periodically Correlated Time Series in Business Fluctuations Analysis
- An approach to measuring the relation between risk and return. Bayesian analysis for WIG data.
- Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions
- On the empirical importance of the orthogonal transformation in copula-based M-GARCH models. bayesian comparison
- Some recent advances in empirical analyses of economic cycles
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