Stepan MazurTitle: Senior Lecturer School/office: Örebro University School of Business
Phone: +46 19 303117
About Stepan Mazur
Stepan is an Assistant 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 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 distributional properties of the (singular) Wishart random matrix and its applications in statistics and econometrics. The second direction deals with the mathematical and statistical analysis of optimal portfolio weights and their risk measures from the Bayesian perspective as well as from the frequentist point of view. The third direction aims at developing and extending Bayesian VAR models and their applications in macro and financial economics.