4
H index
1
i10 index
47
Citations
Anna Pajor : Citation Profile
Uniwersytet Ekonomiczny w Krakowie (64% share) | RESEARCH PRODUCTION: 15 Articles 3 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
19 years (2005 - 2024). 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:
| Cites to:
|
Main data
Where Anna Pajor has published?
| Journals with more than one article published | # docs |
|---|---|
| Central European Journal of Economic Modelling and Econometrics | 6 |
| Dynamic Econometric Models | 5 |
Recent works citing Anna Pajor (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Majoni, Blessings ; Leon-Gonzalez, Roberto. In: Working Paper series. RePEc:rim:rimwps:24-04. Full description at Econpapers || Download paper |
Works by Anna Pajor:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Bayesian Analysis of Stochastic Volatility Model and Portfolio Allocation In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Bayes Factors for Bivariate GARCH and SV Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | VECM-TSV Models for Two Polish Official Exchange Rates In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Flexibility and Parsimony in Multivariate Financial Modelling : a Hybrid Bivariate DCC-SV Model In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 1 |
| 2007 | Bayesian Analysis and Forecasting of the Conditional Correlations Between Stock Index Returns with Multivariate SV Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | Bayesian Analysis of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective? In: International Statistical Review. [Full Text][Citation analysis] | article | 0 |
| 2017 | VEC-MSF models in Bayesian analysis of short- and long-run relationships In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Modelling the Conditional Covariance Matrix in Stochastic Volatility Models with Applications to the Main Exchange Rates in Poland In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2008 | Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index under Stochastic Volatility and Stochastic Interest Rates In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2009 | Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2011 | The Shape of Aggregate Production Functions: Evidence from Estimates of the World Technology Frontier In: EcoMod2011. [Full Text][Citation analysis] | paper | 6 |
| 2015 | The shape of aggregate production functions: evidence from estimates of the World Technology Frontier.(2015) In: Bank i Kredyt. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2011 | The shape of aggregate production functions: evidence from estimates of the World Technology Frontier.(2011) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2019 | One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2010 | Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2011 | A Bayesian Analysis of Exogeneity in Models with Latent Variables In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2013 | A Note on Lenk’s Correction of the Harmonic Mean Estimator In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2022 | Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team