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prof Mateusz Pipień

e-mail:
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

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 Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions

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"

An approach to measuring the relation between risk and return. Bayesian analysis for WIG data.

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"

On the empirical importance of the orthogonal transformation in copula-based M-GARCH models. bayesian comparison

Participant:


6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

began: 2012-04-19
ended: 2012-04-21
Presented:

6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Almost Periodically Correlated Time Series in Business Fluctuations Analysis

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

Some recent advances in empirical analyses of economic cycles

Publications:


  1. Almost Periodically Correlated Time Series in Business Fluctuations Analysis
  2. An approach to measuring the relation between risk and return. Bayesian analysis for WIG data.
  3. Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions
  4. On the empirical importance of the orthogonal transformation in copula-based M-GARCH models. bayesian comparison
  5. Some recent advances in empirical analyses of economic cycles



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