27 citations · 28 across the 3 of their papers we have counts for
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stat.AP2012★ 27 cited
Almost Periodically Correlated Time Series in Business Fluctuations Analysis
Lukasz Lenart, Mateusz Pipien
We propose a non-standard subsampling procedure to make formal statistical inference about the business cycle, one of the most important unobserved feature characterising fluctuati…
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…