Stepan Mazur
Stepan Mazur Befattning: Universitetslektor Organisation: Handelshögskolan vid Örebro universitetE-post: c3RlcGFuLm1henVyO29ydS5zZQ==
Telefon: 019 303117
Rum: N4031
Om Stepan Mazur
Stepan is an Associate Professor of Statistics at the Örebro University School of Business. He has a Ph.D. in Economics from European University Viadrina Frankfurt (Oder) (2014, Germany). During his Ph.D. program, he worked as a research assistant at the European University Viadrina Frankfurt (Oder) (2011-2013, Germany), University of Augsburg (2013, Germany), and Humboldt University of Berlin (2014, Germany). He also worked as a PostDoc at Lund University (2014-2016, Sweden) and Aarhus University (2016, Denmark).
The main purpose of his current research is to make a series of theoretical and practical contributions in three major directions. The first direction deals with the theory of random matrices and multivariate analysis. The second direction deals with the mathematical and statistical analysis of optimal portfolio weights and their risk measures. The third direction aims at developing and extending Bayesian VAR models and their applications in macro and financial economics.
Forskningsprojekt
Pågående projekt
- Förbättrad ekonomisk politik och prognoser med högfrekventa data
- Optimering av investeringsportföljer
Avslutade projekt
- Higher cumulants for multivariate aggregate claim models
- Makro- och finansiell ekonometri efter den finansiella krisen
- Skewness and kurtosis in portfolio analysis: modelling, estimation and test theory
- Statistical Analysis of the Optimal Portfolio Weights and their Risk Measures
- Wishart Processes in Statistics and Econometrics: Theory and Applications