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Mateusz Pipień

2 papers hereh-index 12432 citations68 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • physics.data-an1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

most citedOn the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship Between Risk and Return

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing physics.data-anShow all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.