TheEconomists
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202-452-3745
pawel.j.szerszen@frb.gov
pawel.j.szerszen@frb.gov
Education
- Ph.D., Economics, University of Southern California, 2008
- M.S., Mathematical Finance, University of Southern California, 2006
- B.A., Economics, Warsaw School of Economics, 2002
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2008 - present
Publications
- Dobrev, Dobrislav P., and Pawel J. Szerszen (2010). "The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk," Finance and Economics Discussion Series 2010-45. Board of Governors of the Federal Reserve System (U.S.).
- Szerszen, Pawel J. (2009). "Bayesian Analysis of Stochastic Volatility Models with Levy Jumps: Application to Risk Analysis," Finance and Economics Discussion Series 2009-40. Board of Governors of the Federal Reserve System (U.S.).
Other Activities
Last update:
March 13, 2013
