Anna Pajor
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Person:1699651
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? International Statistical Review | 2024-07-29 | Paper |
| VEC-MSF models in Bayesian analysis of short- and long-run relationships Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
| Estimating the marginal likelihood using the arithmetic mean identity Bayesian Analysis | 2018-02-23 | Paper |
Research outcomes over time
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