Jacek Osiewalski

Jednostki:

Publikacje:

6.
Anna Pajor, Jacek Osiewalski, Łukasz Kwiatkowski, Justyna Wróblewska
Bayesian ex Post Evaluation of Recursive Multi-Step-Ahead Density Prediction, Bayesian Analysis vol. 19(3) (2024), 751-783
5.
Anna Pajor, Justyna Wróblewska, Łukasz Kwiatkowski, Jacek Osiewalski
Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models—Which is better from a predictive perspective?, International Statistical Review vol. 92(1) (2024), 62-86
4.
Anna Pajor, Jacek Osiewalski, Justyna Wróblewska, Łukasz Kwiatkowski
Bayesian ex Post Evaluation of Recursive Multi-Step-Ahead Density Prediction, Bayesian Analysis vol. Advance Publication (2023), 1-33
3.
Jacek Osiewalski, Anna Pajor
On Sensitivity of Inference in Bayesian MSF-MGARCH Models, Central European Journal of Economic Modelling and Econometrics vol. vol. 11, issue 3 (2019), 173–197
2.
Jacek Osiewalski, Anna Pajor
A hybrid MSV-MGARCH generalisation of the t-MGARCH model, Socio-economic Modelling and Forecasting vol. No 1 (2018), 345-354
1.
Jacek Osiewalski, Anna Pajor
Bayesian Value-at-Risk and Expected Shortfall for a Large Portfolio (Multi- and Univariate Approaches), Acta Physica Polonica A vol. 121 (2012), 101-109