Anna Pajor : Citation Profile


Are you Anna Pajor?

Uniwersytet Ekonomiczny w Krakowie (75% share)

4

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

12

Articles

3

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 3
   Journals where Anna Pajor has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (9.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1025
   Updated: 2019-11-16    RAS profile: 2017-09-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Anna Pajor.

Is cited by:

Clark, Todd (6)

Carriero, Andrea (6)

Teräsvirta, Timo (6)

Marcellino, Massimiliano (6)

Silvennoinen, Annastiina (5)

Osiewalski, Krzysztof (5)

Osiewalski, Jacek (5)

Woźniak, Tomasz (4)

Laurent, Sébastien (3)

Francq, Christian (3)

darolles, serge (3)

Cites to:

Osiewalski, Jacek (9)

Simar, Leopold (4)

Wilson, Paul (4)

Rossi, Peter (3)

Hendry, David (3)

Schmidt, Peter (3)

van der Sluis, Pieter (2)

Caselli, Francesco (2)

Lovell, C. (2)

Clark, Peter (2)

Jones, Charles (2)

Main data


Where Anna Pajor has published?


Journals with more than one article published# docs
Central European Journal of Economic Modelling and Econometrics5
Dynamic Econometric Models5

Recent works citing Anna Pajor (2018 and 2017)


YearTitle of citing document
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:223-247.

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2018Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts. (2018). Bassetti, Federico ; Tarantola, Claudia ; Nicolino, Enrica ; De Giuli, Maria Elena ; DeGiuli, Maria Elena . In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1107-1121.

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2018Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: Post-Print. RePEc:hal:journl:hal-01980815.

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2018Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas. (2018). Laurent, Sébastien ; Francq, Christian ; darolles, serge. In: Working Papers. RePEc:hal:wpaper:halshs-01944656.

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2017Zmiany efektywności banków w Rosji po wprowadzeniu międzynarodowych sankcji w 2014 r.. (2017). Zavhorodniy, Viktor ; Kuda, Janusz . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:1:p:97-118.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2019One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models. (2019). Wroblewska, Justyna ; Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:23-45.

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2019Bayesian comparison of bivariate Copula-GARCH and MGARCH models. (2019). Mokrzycka, Justyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:47-71.

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2017The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms. (2017). Pisulewski, Andrzej ; Marzec, Jerzy. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:243-273.

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Works by Anna Pajor:


YearTitleTypeCited
2006Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models In: Papers.
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paper3
2017VEC-MSF models in Bayesian analysis of short- and long-run relationships In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2011Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model In: Dynamic Econometric Models.
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article0
2006Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland In: Dynamic Econometric Models.
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article0
2006Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models.
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article1
2008Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates In: Dynamic Econometric Models.
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article0
2009Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models In: Dynamic Econometric Models.
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article0
2011The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier In: EcoMod2011.
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paper4
2015The shape of aggregate production functions: evidence from estimates of the World Technology Frontier.(2015) In: Bank i Kredyt.
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This paper has another version. Agregated cites: 4
article
2011The shape of aggregate production functions: evidence from estimates of the World Technology Frontier.(2011) In: NBP Working Papers.
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This paper has another version. Agregated cites: 4
paper
2009A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes In: Central European Journal of Economic Modelling and Econometrics.
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article0
2009Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility In: Central European Journal of Economic Modelling and Econometrics.
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article17
2010Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models In: Central European Journal of Economic Modelling and Econometrics.
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article3
2011A Bayesian Analysis of Exogeneity in Models with Latent Variables In: Central European Journal of Economic Modelling and Econometrics.
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article7
2013A Note on Lenk’s Correction of the Harmonic Mean Estimator In: Central European Journal of Economic Modelling and Econometrics.
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article4

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