Access Statistics for Joann Jasiak

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditions for Optimality in Experimental Designs 0 0 2 2 0 0 11 378
DYNAMIC QUANTILE MODELS 4 17 71 250 13 35 122 412
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 1 7 252 4 9 53 2,268
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 1 1 6 77 2 2 15 247
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 2 4 19 101 15 35 122 748
GARCH for Irregularly Spaced Data: The ACD-GARCH Model 3 9 78 1,154 14 40 303 5,018
Kernel Autocorrelogram for Time Deformed Processes 3 5 9 154 6 14 35 1,451
Market Time and Asset Price Movements Theory and Estimation 4 8 27 561 4 15 58 2,078
Market Time and Asset Price Movements: Theory and Estimation 1 1 9 16 1 2 14 155
Market Time and Asset Price Movements: Theory and Estimation 0 0 0 0 4 9 39 287
Nonlinear Persistence and Copersistence 0 2 15 35 1 7 22 61
Nonlinear innovations and impulse responses 3 6 16 243 9 20 48 1,118
Persistence in Intertrade Durations 0 1 12 42 1 7 27 114
Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects 3 9 49 465 9 28 137 2,569
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects 0 0 0 0 0 0 8 186
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects 0 0 4 10 1 1 12 82
The Ordered Qualitative Model For Credit Rating Transitions 7 27 106 357 12 42 211 723
The Wishart Autoregressive Process of Multivariate Stochastic Volatility 8 37 150 404 15 52 237 662
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets 5 14 54 692 13 39 159 2,625
Truncated Maximum Likelihood, Goodness of Fit Tests and Tail Analysis 0 0 0 49 2 4 32 248
Total Working Papers 44 142 634 4,864 126 361 1,665 21,430

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive gamma processes 1 4 17 69 1 6 31 169
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 1 3 22 122
DYNAMIC FACTOR MODELS 2 5 26 147 9 14 61 302
Dynamic quantile models 2 6 25 25 6 22 72 72
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 4 23 85
First-Order Autoregressive Processes with Heterogeneous Persistence 0 0 2 50 0 0 8 296
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model 0 10 44 279 1 19 103 690
Heterogeneous INAR(1) model with application to car insurance 0 0 13 105 0 3 23 215
Intra-day market activity 1 3 19 128 1 6 37 214
Memory and infrequent breaks 1 3 9 30 2 5 15 59
Multivariate Jacobi process with application to smooth transitions 1 5 14 67 3 10 29 122
Stochastic volatility duration models 6 11 29 184 8 18 61 372
Structural Laplace Transform and Compound Autoregressive Models 1 5 17 73 4 9 33 162
The ordered qualitative model for credit rating transitions 4 8 28 48 8 17 76 127
Total Journal Articles 19 60 243 1,205 44 136 594 3,007

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing 8 21 76 138 16 42 146 265
Total Chapters 8 21 76 138 16 42 146 265

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Statistics updated 2009-12-07