1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.AP2007★ 1 cited
On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship Between Risk and Return
Mateusz Pipien
The main goal of this paper is an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal…
physics.data-an2006
Bayesian Comparison of GARCH Processes with Skewnes Mechanism in Conditional Distributions
Mateusz Pipien
The main goal of this paper is an application of Bayesian model comparison, based on the posterior probabilities and posterior odds ratios, in testing the explanatory power of the…