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Anna Pajor

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Personal Details

First Name:Anna
Middle Name:
Last Name:Pajor
Suffix:
RePEc Short-ID:ppa1025
http://www.cyfronet.krakow.pl/~eopajor
Department of Mathematics, Cracow University of Economics, Rakowicka 27, 31-510 Kraków, Poland
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  1. Jakub Growiec & Anna Pajor & Dorota Pelle & Artur Prędki, 2011. "The shape of aggregate production functions: evidence from estimates of the World Technology Frontier," NBP Working Papers 102, Narodowy Bank Polski, Economic Research Department.
  2. Anna Pajor, 2006. "Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models," Papers physics/0607176, arXiv.org.
  1. Pajor Anna & Wróblewska Justyna, 2017. "VEC-MSF models in Bayesian analysis of short- and long-run relationships," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-22, June.
  2. Jakub Growiec & Anna Pajor & Dorota Gorniak & Artur Predki, 2015. "The shape of aggregate production functions: evidence from estimates of the World Technology Frontier," Bank i Kredyt, Narodowy Bank Polski, vol. 46(4), pages 299-326.
  3. Anna Pajor & Jacek Osiewalski, 2013. "A Note on Lenk’s Correction of the Harmonic Mean Estimator," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(4), pages 271-275, December.
  4. Anna Pajor, 2011. "A Bayesian Analysis of Exogeneity in Models with Latent Variables," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(2), pages 49-73, June.
  5. Anna Pajor, 2011. "Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 41-54.
  6. Jacek Osiewalski & Anna Pajor, 2010. "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 2(4), pages 253-277, September.
  7. Anna Pajor, 2009. "A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 71-81, March.
  8. Anna Pajor, 2009. "Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 81-90.
  9. Jacek Osiewalski & Anna Pajor, 2009. "Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(2), pages 179-202, November.
  10. Anna Pajor, 2008. "Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 147-154.
  11. Jacek Osiewalski & Anna Pajor & Mateusz Pipien, 2006. "Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 25-36.
  12. Anna Pajor, 2006. "Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 169-178.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EFF: Efficiency & Productivity (1) 2011-12-19

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