Mateusz Pipień

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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!

PublicationDate of PublicationType
Time-varying asymmetry and tail thickness in long series of daily financial returns
Studies in Nonlinear Dynamics & Econometrics
2023-03-30Paper
Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specification
Contributions to Economic Analysis
2007-06-19Paper
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Journal of Econometrics
2004-11-18Paper


Research outcomes over time


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