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What drives heterogeneity of cyclicality of loan-loss provisions in the EU?
Olszak, Małgorzata; Pipień, Mateusz; Kowalska, Iwona; … - In: Journal of financial services research : JFSR 51 (2017) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10011777173
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GARCH-in-Mean through skewed t conditional distributions : Bayesian inference for exchange rates
Osiewalski, Jacek; Pipień, Mateusz - In: Macromodels '99 : proceedings of the twenty six …, (pp. 354-369). 2000
Persistent link: https://www.econbiz.de/10001627614
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Bayesian analysis and option pricing in univariate Garch models with asymmetries and Garch-in-Mean effects
Osiewalski, Jacek; Pipień, Mateusz - In: Przegla̜d statystyczny / Polska Akademia Nauk, Komitet … 50 (2003) 3, pp. 6-29
Persistent link: https://www.econbiz.de/10001880129
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Empirical properties of the credit and equity cycle within almost periodically correlated stochastic processes : the case of Poland, UK and USA
Lenart, Łukasz; Pipień, Mateusz - In: Central European journal of economic modelling and … 7 (2015) 3, pp. 169-186
Persistent link: https://www.econbiz.de/10011429897
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Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej; Pipień, Mateusz - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10011965380